+317.5%
MOD vs PNC
+134.6%
+183.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +9.6% | +1.4% | +8.2% | +8.3% |
| 30D | 0.0% | -3.8% | +3.9% | +3.4% |
| 3M | -35.4% | +9.0% | -44.4% | -40.4% |
| 6M | -7.3% | +16.6% | -23.9% | -19.2% |
| YTD | +45.8% | +20.4% | +25.4% | +23.3% |
| 1Y | +43.1% | +22.3% | +20.8% | +19.2% |
| All | +317.5% | +134.6% | +183.0% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling