+197.3%
MKSI vs PNC
+131.1%
+66.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.6% |
| 7D | +2.7% | -0.6% | +3.2% | +3.1% |
| 30D | -12.8% | -4.4% | -8.4% | -9.3% |
| 3M | -22.5% | +5.2% | -27.8% | -26.2% |
| 6M | +19.4% | +20.6% | -1.2% | +0.3% |
| YTD | +67.7% | +19.8% | +48.0% | +40.8% |
| 1Y | +131.4% | +24.4% | +107.0% | +87.0% |
| 3Y | +197.3% | +131.2% | +66.1% | +58.6% |
| All | +197.3% | +131.1% | +66.2% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling