+20.4%
MCD vs PNC
+52.4%
-31.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -2.0% | +2.3% | -4.3% | -2.4% |
| 30D | -6.1% | -3.8% | -2.3% | -5.5% |
| 3M | -7.3% | +7.8% | -15.1% | -8.5% |
| 6M | -20.9% | +19.7% | -40.6% | -23.4% |
| YTD | -14.7% | +19.1% | -33.8% | -17.5% |
| 1Y | -16.1% | +23.1% | -39.2% | -19.5% |
| 3Y | -1.5% | +132.1% | -133.6% | -17.9% |
| 5Y | +20.4% | +52.2% | -31.8% | +8.8% |
| All | +20.4% | +52.4% | -31.9% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling