-15.6%
MOS vs PNC
+32.8%
-48.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.8% | +15.6% | +17.0% |
| 7D | +17.9% | +2.3% | +15.7% | +17.4% |
| 30D | +1.6% | +7.0% | -5.4% | +0.4% |
| 3M | -4.0% | -7.3% | +3.3% | -3.0% |
| 6M | -4.1% | +8.9% | -13.0% | -5.9% |
| YTD | -7.8% | +15.5% | -23.3% | -14.1% |
| 1Y | -15.6% | +31.8% | -47.4% | -29.2% |
| All | -15.6% | +32.8% | -48.3% | -29.2% |
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 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