+85.8%
MSFU vs PNC
+76.1%
+9.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.9% |
| 7D | -12.7% | -0.6% | -12.0% | -12.4% |
| 30D | -9.0% | +5.8% | -14.8% | -11.0% |
| 3M | +2.9% | -7.9% | +10.8% | +6.3% |
| 6M | +43.5% | +10.0% | +33.6% | +37.6% |
| YTD | -2.4% | +14.8% | -17.2% | -8.8% |
| 1Y | -13.5% | +29.7% | -43.1% | -23.7% |
| 3Y | +19.2% | +114.4% | -95.2% | -16.9% |
| All | +85.8% | +76.1% | +9.7% | +51.2% |
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 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