+537.0%
MS vs PNC
+200.7%
+336.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.4% |
| 7D | +3.7% | +1.9% | +1.8% | +2.2% |
| 30D | +2.0% | +6.2% | -4.3% | -2.7% |
| 3M | -12.6% | -8.7% | -3.8% | -5.9% |
| 6M | -0.3% | +9.2% | -9.5% | -7.4% |
| YTD | +9.0% | +14.3% | -5.4% | -2.6% |
| 1Y | +13.9% | +27.7% | -13.8% | -6.9% |
| 3Y | +173.6% | +113.5% | +60.1% | +47.1% |
| 5Y | +122.0% | +36.7% | +85.2% | +66.6% |
| All | +537.0% | +200.7% | +336.3% | +128.9% |
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 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