+3,565.2%
MOD vs PNC
+4,099.5%
-534.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +9.6% | +1.4% | +8.2% | +8.7% |
| 30D | 0.0% | -3.8% | +3.9% | +2.2% |
| 3M | -35.4% | +9.0% | -44.4% | -38.6% |
| 6M | -7.3% | +16.6% | -23.9% | -14.7% |
| YTD | +45.8% | +20.4% | +25.4% | +31.7% |
| 1Y | +43.1% | +22.3% | +20.8% | +28.2% |
| 3Y | +297.7% | +124.5% | +173.1% | +158.7% |
| 5Y | +1,478.8% | +54.1% | +1,424.7% | +1,147.5% |
| 10Y | +1,633.4% | +276.3% | +1,357.1% | +787.6% |
| All | +3,565.2% | +4,099.5% | -534.3% | +865.2% |
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