+0.9%
MS vs PNC
+8.6%
-7.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.3% |
| 30D | +0.9% | +5.8% | -4.9% | -2.2% |
| 3M | -10.8% | -7.9% | -2.9% | -6.9% |
| 6M | +0.9% | +10.0% | -9.1% | -1.8% |
| All | +0.9% | +8.6% | -7.7% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling