+642.2%
MPC vs PNC
+53.4%
+588.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +5.4% | +1.4% | +4.0% | +4.8% |
| 30D | +31.0% | -3.8% | +34.8% | +33.2% |
| 3M | +46.0% | +9.0% | +37.0% | +40.2% |
| 6M | +77.3% | +16.6% | +60.7% | +64.0% |
| YTD | +141.9% | +20.4% | +121.5% | +120.2% |
| 1Y | +120.9% | +22.3% | +98.6% | +99.0% |
| 3Y | +182.7% | +124.5% | +58.1% | +90.2% |
| All | +642.2% | +53.4% | +588.9% | +475.8% |
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