-10.3%
MSFU vs PNC
+28.6%
-38.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.8% | +3.1% | -5.8% | -3.0% |
| 30D | -5.3% | +7.6% | -13.0% | -5.1% |
| 3M | +7.2% | -8.1% | +15.4% | +6.5% |
| 6M | +51.0% | +12.6% | +38.4% | +53.4% |
| YTD | -1.2% | +15.0% | -16.2% | +5.5% |
| 1Y | -10.3% | +30.4% | -40.7% | +6.2% |
| All | -10.3% | +28.6% | -38.9% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling