+48.9%
MSFT vs PNC
+127.7%
-78.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -2.7% | -4.4% | +1.7% | -2.0% |
| 3M | +22.1% | +4.5% | +17.6% | +21.2% |
| 6M | +20.6% | +19.1% | +1.5% | +16.8% |
| YTD | +2.3% | +18.0% | -15.7% | -0.9% |
| 1Y | -0.5% | +24.1% | -24.6% | -4.6% |
| All | +48.9% | +127.7% | -78.9% | +38.1% |
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