+886.3%
MOD vs PNC
+214.2%
+672.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -17.8% | +0.8% | -18.7% | -18.5% |
| 30D | -43.2% | +6.5% | -49.7% | -46.2% |
| 3M | -46.0% | -7.3% | -38.8% | -43.0% |
| 6M | -62.2% | +8.5% | -70.7% | -65.1% |
| YTD | -22.8% | +14.5% | -37.3% | -31.4% |
| 1Y | -35.5% | +29.1% | -64.6% | -47.8% |
| 3Y | +128.2% | +113.7% | +14.5% | +24.1% |
| 5Y | +791.6% | +35.7% | +755.9% | +578.4% |
| 10Y | +886.3% | +203.7% | +682.7% | +349.3% |
| All | +886.3% | +214.2% | +672.1% | +349.3% |
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 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