+191.0%
MOD vs PNC
+115.6%
+75.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.5% | +27.3% | +27.4% |
| 7D | +40.4% | +3.1% | +37.4% | +37.3% |
| 30D | -14.0% | +7.6% | -21.6% | -19.5% |
| 3M | -33.3% | -8.1% | -25.2% | -28.6% |
| 6M | -51.4% | +12.6% | -64.0% | -56.9% |
| YTD | +1.6% | +15.0% | -13.3% | -11.4% |
| 1Y | +5.4% | +30.4% | -25.0% | -17.7% |
| 3Y | +191.0% | +116.1% | +74.8% | +53.9% |
| All | +191.0% | +115.6% | +75.3% | +53.9% |
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