+27.5%
MCK vs PNC
+27.9%
-0.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.7% |
| 7D | +9.3% | -2.2% | +11.5% | +9.7% |
| 30D | +16.3% | +3.9% | +12.4% | +15.6% |
| 3M | +22.3% | -10.4% | +32.7% | +24.3% |
| 6M | +34.1% | +4.1% | +30.0% | +33.4% |
| YTD | +31.1% | +12.2% | +18.9% | +30.7% |
| 1Y | +27.5% | +27.2% | +0.3% | +31.3% |
| All | +27.5% | +27.9% | -0.5% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling