+76.3%
MSFU vs PNC
+84.7%
-8.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.2% |
| 7D | -5.7% | +1.4% | -7.1% | -6.2% |
| 30D | +4.2% | -3.8% | +8.0% | +5.7% |
| 3M | +27.9% | +9.0% | +18.9% | +23.3% |
| 6M | +37.1% | +16.6% | +20.5% | +28.0% |
| YTD | -7.4% | +20.4% | -27.8% | -15.1% |
| 1Y | -19.6% | +22.3% | -41.9% | -27.0% |
| 3Y | +33.2% | +124.5% | -91.3% | -9.1% |
| All | +76.3% | +84.7% | -8.4% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling