-7.6%
MCO vs PNC
+25.1%
-32.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | -0.4% | -4.4% | +4.0% | +0.5% |
| 3M | +7.7% | +5.2% | +2.5% | +6.7% |
| 6M | +7.0% | +20.6% | -13.6% | +3.2% |
| YTD | -6.4% | +19.8% | -26.2% | -10.7% |
| 1Y | -7.6% | +24.4% | -32.1% | -19.7% |
| All | -7.6% | +25.1% | -32.8% | -19.7% |
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 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