+73.2%
MSFU vs PNC
+83.7%
-10.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | +0.5% | -4.4% | +4.9% | +2.2% |
| 3M | +51.9% | +5.2% | +46.6% | +48.6% |
| 6M | +35.0% | +20.6% | +14.3% | +24.2% |
| YTD | -9.0% | +19.8% | -28.8% | -16.4% |
| 1Y | -18.8% | +24.4% | -43.2% | -26.9% |
| 3Y | +25.5% | +131.2% | -105.7% | -15.8% |
| All | +73.2% | +83.7% | -10.5% | +38.5% |
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