+211.7%
MRSH vs PNC
+279.5%
-67.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -6.3% | -4.4% | -1.9% | -5.0% |
| 3M | +5.8% | +5.2% | +0.6% | +3.8% |
| 6M | +2.8% | +20.6% | -17.8% | -3.8% |
| YTD | -3.1% | +19.8% | -22.9% | -9.3% |
| 1Y | -11.3% | +24.4% | -35.7% | -18.1% |
| 3Y | -5.0% | +131.2% | -136.2% | -31.4% |
| 5Y | +19.2% | +53.1% | -33.9% | -1.6% |
| All | +211.7% | +279.5% | -67.8% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling