+5,979.9%
MCD vs PNC
+4,099.5%
+1,880.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | -6.0% | -3.8% | -2.2% | -5.2% |
| 3M | -5.6% | +9.0% | -14.6% | -7.4% |
| 6M | -21.9% | +16.6% | -38.5% | -24.6% |
| YTD | -14.7% | +20.4% | -35.1% | -18.4% |
| 1Y | -17.3% | +22.3% | -39.6% | -21.3% |
| 3Y | -2.2% | +124.5% | -126.7% | -19.7% |
| 5Y | +20.3% | +54.1% | -33.8% | +5.7% |
| 10Y | +180.7% | +276.3% | -95.6% | +97.6% |
| All | +5,979.9% | +4,099.5% | +1,880.4% | +1,879.2% |
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 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