-8.8%
MOS vs PNC
+29.7%
-38.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.3% |
| 7D | +19.7% | -0.2% | +19.8% | +19.6% |
| 30D | +21.5% | +6.5% | +15.0% | +20.3% |
| 3M | -0.4% | -7.6% | +7.2% | +0.5% |
| 6M | +4.5% | +8.5% | -4.0% | +2.8% |
| YTD | -2.9% | +14.5% | -17.4% | -8.6% |
| All | -8.8% | +29.7% | -38.5% | -20.6% |
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 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