+15.6%
MDLZ vs PNC
+52.4%
-36.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | 0.0% | +2.3% | -2.2% | -0.3% |
| 30D | -1.6% | -3.8% | +2.3% | -1.0% |
| 3M | +0.9% | +7.8% | -6.9% | -0.4% |
| 6M | +7.3% | +19.7% | -12.4% | +4.2% |
| YTD | +16.4% | +19.1% | -2.7% | +12.7% |
| 1Y | +3.0% | +23.1% | -20.2% | -1.1% |
| 3Y | -3.7% | +132.1% | -135.9% | -20.2% |
| 5Y | +15.6% | +52.2% | -36.6% | +5.1% |
| All | +15.6% | +52.4% | -36.8% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling