+800.7%
MSCI vs PNC
+214.2%
+586.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.7% | +0.8% | +1.8% | +2.3% |
| 30D | +16.2% | +6.5% | +9.7% | +13.1% |
| 3M | +17.1% | -7.3% | +24.4% | +20.9% |
| 6M | +13.0% | +8.5% | +4.5% | +8.6% |
| YTD | +15.8% | +14.5% | +1.3% | +7.9% |
| 1Y | +15.5% | +29.1% | -13.6% | +1.8% |
| 3Y | +32.3% | +113.7% | -81.4% | -9.5% |
| 5Y | +8.2% | +35.7% | -27.5% | -10.1% |
| 10Y | +800.7% | +203.7% | +597.0% | +414.9% |
| All | +800.7% | +214.2% | +586.5% | +414.9% |
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