+2.8%
MOS vs PNC
+227.4%
-224.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.1% |
| 7D | +19.7% | -0.2% | +19.8% | +19.8% |
| 30D | +21.5% | +6.5% | +15.0% | +16.5% |
| 3M | -0.4% | -7.6% | +7.2% | +4.5% |
| 6M | +4.5% | +8.5% | -4.0% | -1.9% |
| YTD | -2.9% | +14.5% | -17.4% | -13.1% |
| 1Y | -7.7% | +29.7% | -37.4% | -24.3% |
| 3Y | -25.6% | +115.7% | -141.3% | -59.7% |
| 5Y | -31.2% | +34.6% | -65.8% | -48.6% |
| 10Y | +2.8% | +217.8% | -215.0% | -62.3% |
| All | +2.8% | +227.4% | -224.6% | -62.3% |
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