+1,511.5%
MOD vs PNC
+268.7%
+1,242.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.6% |
| 7D | +3.6% | -0.7% | +4.3% | +4.3% |
| 30D | -2.6% | -4.4% | +1.8% | +0.9% |
| 3M | -33.1% | +4.5% | -37.6% | -35.8% |
| 6M | -7.5% | +19.1% | -26.6% | -19.8% |
| YTD | +39.3% | +18.0% | +21.3% | +21.5% |
| 1Y | +34.3% | +24.1% | +10.2% | +12.5% |
| 3Y | +296.2% | +130.0% | +166.2% | +103.6% |
| 5Y | +1,504.6% | +50.4% | +1,454.2% | +1,026.5% |
| 10Y | +1,511.5% | +271.3% | +1,240.2% | +427.1% |
| All | +1,511.5% | +268.7% | +1,242.8% | +427.1% |
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