+181.3%
MCD vs PNC
+268.7%
-87.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.9% | -0.7% | -2.1% | -2.7% |
| 30D | -6.7% | -4.4% | -2.3% | -5.6% |
| 3M | -9.6% | +4.5% | -14.0% | -10.8% |
| 6M | -22.3% | +19.1% | -41.4% | -26.3% |
| YTD | -15.4% | +18.0% | -33.5% | -19.9% |
| 1Y | -16.8% | +24.1% | -40.9% | -22.5% |
| 3Y | -2.4% | +130.0% | -132.4% | -26.9% |
| 5Y | +19.4% | +50.4% | -31.0% | +0.8% |
| 10Y | +181.3% | +271.3% | -90.0% | +77.4% |
| All | +181.3% | +268.7% | -87.4% | +77.4% |
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