+2,417.1%
MSCI vs PNC
+488.1%
+1,929.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | +0.6% | -3.8% | +4.4% | +1.9% |
| 3M | -7.1% | +9.0% | -16.1% | -10.1% |
| 6M | +0.8% | +16.6% | -15.8% | -5.0% |
| YTD | +1.0% | +20.4% | -19.4% | -6.3% |
| 1Y | +4.3% | +22.3% | -18.0% | -4.0% |
| 3Y | +9.9% | +124.5% | -114.6% | -20.2% |
| 5Y | -6.8% | +54.1% | -60.8% | -23.3% |
| 10Y | +614.7% | +276.3% | +338.4% | +310.3% |
| All | +2,417.1% | +488.1% | +1,929.1% | +1,032.0% |
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