-32.8%
MOS vs PNC
+30.4%
-63.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +21.6% | -1.1% | +22.7% | +22.3% |
| 30D | +12.0% | +4.5% | +7.5% | +9.7% |
| 3M | -3.9% | -10.0% | +6.1% | +0.8% |
| 6M | -3.3% | +3.1% | -6.4% | -5.2% |
| YTD | -4.6% | +11.5% | -16.2% | -10.9% |
| 1Y | -7.0% | +27.3% | -34.2% | -18.8% |
| 3Y | -24.4% | +106.4% | -130.8% | -51.7% |
| All | -32.8% | +30.4% | -63.2% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling