-1.5%
MCD vs PNC
+133.3%
-134.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -2.0% | +2.3% | -4.3% | -2.3% |
| 30D | -6.1% | -3.8% | -2.3% | -5.7% |
| 3M | -7.3% | +7.8% | -15.1% | -8.1% |
| 6M | -20.9% | +19.7% | -40.6% | -22.7% |
| YTD | -14.7% | +19.1% | -33.8% | -16.7% |
| 1Y | -16.1% | +23.1% | -39.2% | -18.5% |
| 3Y | -1.5% | +132.1% | -133.6% | -14.5% |
| All | -1.5% | +133.3% | -134.9% | -14.5% |
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 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