+534.5%
MPC vs PNC
+30.4%
+504.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -16.2% | -1.1% | -15.1% | -15.9% |
| 30D | -15.7% | +4.5% | -20.2% | -17.4% |
| 3M | +24.9% | -10.0% | +34.9% | +30.2% |
| 6M | +52.7% | +3.1% | +49.6% | +49.4% |
| YTD | +131.9% | +11.5% | +120.3% | +117.8% |
| 1Y | +96.6% | +27.3% | +69.4% | +73.2% |
| 3Y | +163.8% | +106.4% | +57.4% | +85.7% |
| All | +534.5% | +30.4% | +504.1% | +455.9% |
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