+2,439.3%
MAR vs PNC
+863.0%
+1,576.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.8% |
| 7D | -1.7% | +2.3% | -4.0% | -2.8% |
| 30D | -6.9% | -3.8% | -3.1% | -5.2% |
| 3M | -15.8% | +7.8% | -23.6% | -19.0% |
| 6M | +1.9% | +19.7% | -17.8% | -6.7% |
| YTD | +6.6% | +19.1% | -12.5% | -2.4% |
| 1Y | +23.7% | +23.1% | +0.5% | +11.2% |
| 3Y | +64.6% | +132.1% | -67.5% | +8.0% |
| 5Y | +156.4% | +52.2% | +104.1% | +103.1% |
| 10Y | +415.4% | +271.4% | +144.0% | +164.9% |
| All | +2,439.3% | +863.0% | +1,576.3% | +554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling