+507.3%
MDLZ vs PNC
+629.3%
-121.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.4% | +1.9% | -2.3% | -0.7% |
| 30D | +8.2% | +6.2% | +2.0% | +7.0% |
| 3M | +8.0% | -8.7% | +16.7% | +9.8% |
| 6M | +9.7% | +9.2% | +0.5% | +7.7% |
| YTD | +26.9% | +14.3% | +12.5% | +23.1% |
| 1Y | +20.9% | +27.7% | -6.8% | +14.8% |
| 3Y | +5.3% | +113.5% | -108.2% | -10.7% |
| 5Y | +21.4% | +36.7% | -15.3% | +10.9% |
| 10Y | +105.7% | +203.4% | -97.8% | +56.3% |
| All | +507.3% | +629.3% | -121.9% | +243.9% |
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