-11.4%
MSCI vs PNC
+52.4%
-63.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.3% |
| 7D | -2.1% | +2.3% | -4.4% | -3.0% |
| 30D | -1.7% | -3.8% | +2.1% | -0.2% |
| 3M | -8.2% | +7.8% | -16.0% | -11.2% |
| 6M | -2.4% | +19.7% | -22.1% | -9.9% |
| YTD | -2.8% | +19.1% | -21.9% | -10.6% |
| 1Y | -2.7% | +23.1% | -25.8% | -12.0% |
| 3Y | +7.3% | +132.1% | -124.8% | -29.4% |
| 5Y | -11.4% | +52.2% | -63.6% | -27.7% |
| All | -11.4% | +52.4% | -63.8% | -27.7% |
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