+158.4%
MMM vs PNC
+115.6%
+42.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -0.4% | +3.1% | -3.5% | -1.9% |
| 30D | +12.1% | +7.6% | +4.5% | +8.3% |
| 3M | +1.4% | -8.1% | +9.6% | +5.7% |
| 6M | +26.6% | +12.6% | +14.0% | +19.0% |
| YTD | +16.8% | +15.0% | +1.9% | +7.9% |
| 1Y | +10.1% | +30.4% | -20.3% | -5.1% |
| 3Y | +158.4% | +116.1% | +42.3% | +79.4% |
| All | +158.4% | +115.6% | +42.8% | +79.4% |
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