+380.3%
MCO vs PNC
+279.5%
+100.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -3.8% | -0.6% | -3.2% | -3.5% |
| 30D | -0.4% | -4.4% | +4.0% | +1.7% |
| 3M | +7.7% | +5.2% | +2.5% | +4.9% |
| 6M | +7.0% | +20.6% | -13.6% | -2.7% |
| YTD | -6.4% | +19.8% | -26.2% | -15.1% |
| 1Y | -7.6% | +24.4% | -32.1% | -18.0% |
| 3Y | +43.2% | +131.2% | -88.0% | -8.2% |
| 5Y | +29.6% | +53.1% | -23.5% | -0.1% |
| All | +380.3% | +279.5% | +100.7% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling