+6,923.6%
MCK vs PNC
+2,903.1%
+4,020.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -2.9% | -0.6% | -2.4% | -2.8% |
| 30D | +0.4% | -4.4% | +4.8% | +1.5% |
| 3M | +12.1% | +5.2% | +6.9% | +10.6% |
| 6M | -5.4% | +20.6% | -26.1% | -9.8% |
| YTD | +7.8% | +19.8% | -12.0% | +2.8% |
| 1Y | +22.9% | +24.4% | -1.5% | +15.9% |
| 3Y | +110.7% | +131.2% | -20.5% | +66.5% |
| 5Y | +346.2% | +53.1% | +293.1% | +284.5% |
| 10Y | +440.1% | +276.8% | +163.4% | +263.3% |
| All | +6,923.6% | +2,903.1% | +4,020.6% | +2,386.7% |
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