+966.8%
MOD vs PNC
+227.4%
+739.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.2% | +7.8% |
| 7D | -13.9% | -0.2% | -13.8% | -14.0% |
| 30D | -41.5% | +6.5% | -48.0% | -44.6% |
| 3M | -45.7% | -7.6% | -38.2% | -42.6% |
| 6M | -61.1% | +8.5% | -69.6% | -64.1% |
| YTD | -20.5% | +14.5% | -35.0% | -29.3% |
| 1Y | -32.1% | +29.7% | -61.8% | -45.3% |
| 3Y | +146.5% | +115.7% | +30.8% | +33.0% |
| 5Y | +812.7% | +34.6% | +778.1% | +598.7% |
| 10Y | +966.8% | +217.8% | +749.0% | +358.8% |
| All | +966.8% | +227.4% | +739.4% | +358.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling