+26.6%
MMM vs PNC
+10.3%
+16.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | -0.4% | +3.1% | -3.5% | -2.1% |
| 30D | +12.1% | +7.6% | +4.5% | +8.8% |
| 3M | +1.4% | -8.1% | +9.6% | +4.4% |
| 6M | +26.6% | +12.6% | +14.0% | +21.0% |
| All | +26.6% | +10.3% | +16.2% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling