+102.7%
MO vs PNC
+51.4%
+51.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 3M | -2.0% | +5.2% | -7.2% | -2.7% |
| 6M | +7.3% | +20.6% | -13.3% | +4.3% |
| YTD | +23.5% | +19.8% | +3.7% | +19.8% |
| 1Y | +11.0% | +24.4% | -13.4% | +7.0% |
| 3Y | +95.0% | +131.2% | -36.2% | +64.3% |
| All | +102.7% | +51.4% | +51.3% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling