+6,434.3%
MCD vs PNC
+3,903.5%
+2,530.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | +16.6% | +5.8% | +10.8% | +15.2% |
| 3M | +0.9% | -7.9% | +8.9% | +2.8% |
| 6M | +1.5% | +10.0% | -8.5% | -0.8% |
| YTD | -8.3% | +14.8% | -23.1% | -11.4% |
| 1Y | -8.1% | +29.7% | -37.8% | -13.6% |
| 3Y | +10.3% | +114.4% | -104.1% | -8.4% |
| 5Y | +23.4% | +36.0% | -12.6% | +11.6% |
| 10Y | +205.9% | +204.7% | +1.2% | +125.1% |
| All | +6,434.3% | +3,903.5% | +2,530.9% | +2,049.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling