+88.0%
MSFU vs PNC
+76.3%
+11.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.8% | +3.1% | -5.8% | -3.9% |
| 30D | -5.3% | +7.6% | -13.0% | -8.0% |
| 3M | +7.2% | -8.1% | +15.4% | +10.9% |
| 6M | +51.0% | +12.6% | +38.4% | +43.4% |
| YTD | -1.2% | +15.0% | -16.2% | -7.8% |
| 1Y | -10.3% | +30.4% | -40.7% | -21.1% |
| 3Y | +22.2% | +116.1% | -93.9% | -15.1% |
| All | +88.0% | +76.3% | +11.7% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling