+553.7%
MS vs PNC
+214.2%
+339.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.3% |
| 30D | -0.7% | +6.5% | -7.2% | -5.4% |
| 3M | -12.4% | -7.3% | -5.1% | -6.9% |
| 6M | -1.7% | +8.5% | -10.2% | -8.3% |
| YTD | +8.0% | +14.5% | -6.4% | -3.5% |
| 1Y | +16.2% | +29.1% | -12.9% | -5.8% |
| 3Y | +171.3% | +113.7% | +57.6% | +45.7% |
| 5Y | +124.8% | +35.7% | +89.1% | +69.8% |
| 10Y | +553.7% | +203.7% | +350.0% | +131.4% |
| All | +553.7% | +214.2% | +339.5% | +131.4% |
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