-34.4%
MOS vs PNC
+36.8%
-71.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -2.0% | +3.1% | -5.0% | -3.4% |
| 30D | +15.3% | +7.6% | +7.7% | +11.4% |
| 3M | +1.5% | -8.1% | +9.6% | +5.4% |
| 6M | -2.0% | +12.6% | -14.6% | -7.9% |
| YTD | -6.5% | +15.0% | -21.5% | -13.9% |
| 1Y | -11.1% | +30.4% | -41.5% | -23.2% |
| 3Y | -30.3% | +116.1% | -146.4% | -56.4% |
| All | -34.4% | +36.8% | -71.2% | -48.8% |
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