+0.6%
MOS vs PNC
+206.2%
-205.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +5.5% | -0.6% | +6.1% | +5.8% |
| 30D | +21.0% | +5.8% | +15.1% | +16.5% |
| 3M | -0.5% | -7.9% | +7.4% | +4.7% |
| 6M | +6.6% | +10.0% | -3.4% | -0.9% |
| YTD | -2.8% | +14.8% | -17.6% | -13.2% |
| 1Y | -8.1% | +29.7% | -37.7% | -24.5% |
| 3Y | -25.6% | +114.4% | -140.0% | -59.4% |
| 5Y | -29.8% | +36.0% | -65.7% | -47.9% |
| 10Y | +0.6% | +204.7% | -204.2% | -60.4% |
| All | +0.6% | +206.2% | -205.6% | -60.4% |
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