+32.3%
MSCI vs PNC
+112.9%
-80.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | +1.5% | -0.2% | +1.6% | +1.5% |
| 30D | +14.4% | +6.5% | +7.9% | +12.2% |
| 3M | +15.2% | -7.6% | +22.8% | +18.0% |
| 6M | +11.2% | +8.5% | +2.7% | +8.0% |
| YTD | +13.9% | +14.5% | -0.5% | +7.8% |
| 1Y | +12.5% | +29.7% | -17.2% | +1.5% |
| 3Y | +32.3% | +115.7% | -83.4% | -1.3% |
| All | +32.3% | +112.9% | -80.6% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling