+5,256.1%
MS vs PNC
+2,036.4%
+3,219.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -0.6% |
| 30D | -3.8% | +4.5% | -8.2% | -6.9% |
| 3M | -14.6% | -10.0% | -4.6% | -7.5% |
| 6M | -5.1% | +3.1% | -8.1% | -7.5% |
| YTD | +4.5% | +11.5% | -7.0% | -4.2% |
| 1Y | +13.5% | +27.3% | -13.7% | -6.0% |
| 3Y | +160.4% | +106.4% | +54.0% | +48.5% |
| 5Y | +112.9% | +31.1% | +81.7% | +66.6% |
| 10Y | +633.4% | +231.3% | +402.1% | +179.1% |
| All | +5,256.1% | +2,036.4% | +3,219.7% | +498.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling