+95.0%
MO vs PNC
+131.1%
-36.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +7.1% | -4.4% | +11.5% | +7.4% |
| 3M | -2.0% | +5.2% | -7.2% | -2.3% |
| 6M | +7.3% | +20.6% | -13.3% | +6.2% |
| YTD | +23.5% | +19.8% | +3.7% | +21.9% |
| 1Y | +11.0% | +24.4% | -13.4% | +9.3% |
| 3Y | +95.0% | +131.2% | -36.2% | +81.2% |
| All | +95.0% | +131.1% | -36.1% | +81.2% |
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