+118.3%
MOS vs PNC
+3,789.2%
-3,670.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +21.6% | -1.1% | +22.7% | +22.2% |
| 30D | +12.0% | +4.5% | +7.5% | +10.1% |
| 3M | -3.9% | -10.0% | +6.1% | -0.2% |
| 6M | -3.3% | +3.1% | -6.4% | -4.7% |
| YTD | -4.6% | +11.5% | -16.2% | -9.3% |
| 1Y | -7.0% | +27.3% | -34.2% | -15.8% |
| 3Y | -24.4% | +106.4% | -130.8% | -43.8% |
| 5Y | -32.1% | +31.1% | -63.2% | -40.6% |
| 10Y | +10.3% | +231.3% | -221.0% | -28.1% |
| All | +118.3% | +3,789.2% | -3,670.9% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling