+2,762.0%
MSCI vs PNC
+458.3%
+2,303.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.7% | +1.9% | -2.6% | -1.3% |
| 30D | +16.2% | +6.2% | +9.9% | +13.7% |
| 3M | +16.1% | -8.7% | +24.9% | +20.0% |
| 6M | +12.9% | +9.2% | +3.7% | +9.1% |
| YTD | +14.8% | +14.3% | +0.5% | +8.5% |
| 1Y | +13.8% | +27.7% | -13.9% | +3.2% |
| 3Y | +31.2% | +113.5% | -82.3% | -2.8% |
| 5Y | +5.6% | +36.7% | -31.2% | -9.2% |
| 10Y | +806.4% | +203.4% | +603.0% | +460.4% |
| All | +2,762.0% | +458.3% | +2,303.7% | +1,211.6% |
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