+3,087.2%
MMM vs PNC
+3,908.5%
-821.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -0.4% | +3.1% | -3.5% | -1.3% |
| 30D | +12.1% | +7.6% | +4.5% | +9.8% |
| 3M | +1.4% | -8.1% | +9.6% | +4.0% |
| 6M | +26.6% | +12.6% | +14.0% | +22.1% |
| YTD | +16.8% | +15.0% | +1.9% | +11.8% |
| 1Y | +10.1% | +30.4% | -20.3% | +1.4% |
| 3Y | +158.4% | +116.1% | +42.3% | +104.6% |
| 5Y | +43.1% | +37.5% | +5.6% | +27.7% |
| 10Y | +74.2% | +205.1% | -130.9% | +20.7% |
| All | +3,087.2% | +3,908.5% | -821.3% | +955.3% |
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