+1,638.7%
MOD vs PNC
+3,789.2%
-2,150.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | -25.5% | -1.1% | -24.5% | -25.3% |
| 30D | -49.0% | +4.5% | -53.5% | -50.4% |
| 3M | -49.8% | -10.0% | -39.8% | -47.1% |
| 6M | -64.8% | +3.1% | -67.8% | -65.7% |
| YTD | -27.6% | +11.5% | -39.2% | -32.1% |
| 1Y | -35.2% | +27.3% | -62.5% | -43.4% |
| 3Y | +137.1% | +106.4% | +30.8% | +60.9% |
| 5Y | +760.3% | +31.1% | +729.2% | +638.1% |
| 10Y | +938.8% | +231.3% | +707.5% | +465.3% |
| All | +1,638.7% | +3,789.2% | -2,150.6% | +375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling