+22.2%
MDLZ vs PNC
+36.0%
-13.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | +7.9% | +5.8% | +2.1% | +7.0% |
| 3M | +8.9% | -7.9% | +16.8% | +10.2% |
| 6M | +10.5% | +10.0% | +0.5% | +8.7% |
| YTD | +27.1% | +14.8% | +12.3% | +23.7% |
| 1Y | +20.9% | +29.7% | -8.7% | +15.1% |
| 3Y | +5.5% | +114.4% | -108.9% | -11.1% |
| 5Y | +22.2% | +36.0% | -13.7% | +13.8% |
| All | +22.2% | +36.0% | -13.8% | +13.8% |
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