+27.9%
MSFU vs PNC
+12.5%
+15.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.1% |
| 7D | -5.7% | +1.4% | -7.1% | -5.5% |
| 30D | +4.2% | -3.8% | +8.0% | +3.4% |
| 3M | +27.9% | +9.0% | +18.9% | +41.2% |
| All | +27.9% | +12.5% | +15.4% | +41.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling