+12.6%
MOS vs PNC
+272.2%
-259.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.4% |
| 7D | +7.1% | +2.3% | +4.8% | +5.5% |
| 30D | +15.0% | -3.8% | +18.9% | +17.7% |
| 3M | +24.1% | +7.8% | +16.3% | +17.5% |
| 6M | +2.7% | +19.7% | -17.0% | -9.8% |
| YTD | +12.2% | +19.1% | -6.9% | -2.1% |
| 1Y | -16.3% | +23.1% | -39.4% | -28.7% |
| 3Y | -23.3% | +132.1% | -155.4% | -60.6% |
| 5Y | -4.2% | +52.2% | -56.4% | -34.7% |
| 10Y | +12.6% | +271.4% | -258.8% | -64.6% |
| All | +12.6% | +272.2% | -259.6% | -64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling