+213.3%
MCD vs PNC
+214.2%
-0.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +0.8% | +6.4% | +7.0% |
| 30D | +20.0% | +6.5% | +13.5% | +17.8% |
| 3M | +3.8% | -7.3% | +11.1% | +6.1% |
| 6M | +3.8% | +8.5% | -4.7% | +1.1% |
| YTD | -5.9% | +14.5% | -20.3% | -10.1% |
| 1Y | -3.2% | +29.1% | -32.3% | -10.9% |
| 3Y | +13.3% | +113.7% | -100.5% | -13.2% |
| 5Y | +25.2% | +35.7% | -10.4% | +9.7% |
| 10Y | +213.3% | +203.7% | +9.7% | +100.5% |
| All | +213.3% | +214.2% | -0.9% | +100.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling