+70.7%
MSFU vs PNC
+81.0%
-10.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | -6.3% | -4.4% | -1.9% | -4.6% |
| 3M | +40.0% | +4.5% | +35.5% | +37.3% |
| 6M | +30.1% | +19.1% | +11.0% | +20.3% |
| YTD | -10.3% | +18.0% | -28.4% | -17.1% |
| 1Y | -19.0% | +24.1% | -43.1% | -27.1% |
| 3Y | +25.8% | +130.0% | -104.2% | -15.5% |
| All | +70.7% | +81.0% | -10.3% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling