+37.5%
MTZ vs PNC
+22.0%
+15.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | +2.3% | -0.7% | +3.0% | +2.6% |
| 30D | -10.3% | -4.4% | -5.9% | -8.5% |
| 3M | -31.8% | +4.5% | -36.3% | -33.7% |
| 6M | -19.2% | +19.1% | -38.2% | -27.0% |
| YTD | +10.7% | +18.0% | -7.3% | -2.2% |
| 1Y | +37.5% | +24.1% | +13.5% | +19.5% |
| All | +37.5% | +22.0% | +15.5% | +19.5% |
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