+8.6%
MCD vs PNC
+115.6%
-107.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -1.6% | +3.1% | -4.7% | -2.0% |
| 30D | +14.1% | +7.6% | +6.5% | +13.1% |
| 3M | +0.6% | -8.1% | +8.7% | +1.5% |
| 6M | 0.0% | +12.6% | -12.6% | -1.5% |
| YTD | -9.3% | +15.0% | -24.2% | -11.0% |
| 1Y | -9.3% | +30.4% | -39.7% | -12.5% |
| 3Y | +8.6% | +116.1% | -107.5% | -0.2% |
| All | +8.6% | +115.6% | -107.0% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling