+145.1%
MS vs PNC
+53.4%
+91.7%
-32.4%
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% | +0.1% |
| 7D | +1.4% | +1.4% | 0.0% | +0.3% |
| 30D | -0.3% | -3.8% | +3.6% | +2.6% |
| 3M | +0.3% | +9.0% | -8.7% | -6.0% |
| 6M | +31.3% | +16.6% | +14.7% | +17.0% |
| YTD | +24.7% | +20.4% | +4.2% | +8.4% |
| 1Y | +47.9% | +22.3% | +25.6% | +26.8% |
| 3Y | +178.3% | +124.5% | +53.8% | +56.0% |
| All | +145.1% | +53.4% | +91.7% | +72.8% |
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