+150.2%
MOS vs PNC
+4,099.5%
-3,949.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +9.5% | +1.4% | +8.1% | +9.0% |
| 30D | +10.4% | -3.8% | +14.2% | +11.9% |
| 3M | +12.9% | +9.0% | +3.9% | +9.1% |
| 6M | +1.2% | +16.6% | -15.4% | -4.8% |
| YTD | +9.3% | +20.4% | -11.1% | +1.1% |
| 1Y | -18.0% | +22.3% | -40.3% | -24.5% |
| 3Y | -29.0% | +124.5% | -153.6% | -48.8% |
| 5Y | -9.6% | +54.1% | -63.7% | -25.4% |
| 10Y | +6.1% | +276.3% | -270.2% | -33.8% |
| All | +150.2% | +4,099.5% | -3,949.3% | -18.8% |
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 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