+46.2%
MSFT vs PNC
+115.6%
-69.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -1.3% | +3.1% | -4.3% | -1.8% |
| 30D | -1.8% | +7.6% | -9.5% | -3.1% |
| 3M | +5.6% | -8.1% | +13.8% | +7.2% |
| 6M | +29.8% | +12.6% | +17.2% | +26.9% |
| YTD | +9.0% | +15.0% | -5.9% | +5.7% |
| 1Y | +4.9% | +30.4% | -25.5% | -1.1% |
| 3Y | +46.2% | +116.1% | -69.9% | +37.0% |
| All | +46.2% | +115.6% | -69.4% | +37.0% |
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 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