+38.7%
MOD vs PNC
+22.9%
+15.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.3% |
| 7D | +6.3% | +2.3% | +4.0% | +4.4% |
| 30D | -1.7% | -3.8% | +2.2% | +1.5% |
| 3M | -30.1% | +7.8% | -37.9% | -35.0% |
| 6M | +2.7% | +19.7% | -17.0% | -13.7% |
| YTD | +44.1% | +19.1% | +25.0% | +20.9% |
| 1Y | +38.7% | +23.1% | +15.6% | +7.3% |
| All | +38.7% | +22.9% | +15.9% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling