+166.4%
MTZ vs PNC
+52.4%
+114.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.4% |
| 7D | +3.6% | +2.3% | +1.3% | +2.1% |
| 30D | -9.6% | -3.8% | -5.8% | -7.6% |
| 3M | -31.9% | +7.8% | -39.7% | -35.3% |
| 6M | -13.8% | +19.7% | -33.5% | -23.1% |
| YTD | +13.3% | +19.1% | -5.9% | +0.8% |
| 1Y | +39.3% | +23.1% | +16.2% | +21.4% |
| 3Y | +168.3% | +132.1% | +36.2% | +60.5% |
| 5Y | +166.4% | +52.2% | +114.2% | +88.5% |
| All | +166.4% | +52.4% | +114.0% | +88.5% |
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 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