+454.2%
MDLZ vs PNC
+668.2%
-213.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.7% | +1.4% | -3.1% | -2.0% |
| 30D | -2.1% | -3.8% | +1.7% | -1.4% |
| 3M | +1.3% | +9.0% | -7.7% | -0.4% |
| 6M | +6.2% | +16.6% | -10.4% | +3.0% |
| YTD | +15.8% | +20.4% | -4.6% | +11.3% |
| 1Y | +4.1% | +22.3% | -18.2% | -0.3% |
| 3Y | -4.1% | +124.5% | -128.6% | -19.5% |
| 5Y | +13.4% | +54.1% | -40.7% | +1.2% |
| 10Y | +75.7% | +276.3% | -200.5% | +28.5% |
| All | +454.2% | +668.2% | -213.9% | +210.9% |
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 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