-55.1%
MTZ vs PNC
+8.6%
-63.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +12.9% | -0.6% | +13.5% | +12.5% |
| 30D | -8.5% | +5.8% | -14.4% | -8.6% |
| 3M | -30.6% | -7.9% | -22.7% | -30.2% |
| 6M | -55.1% | +10.0% | -65.1% | -57.4% |
| All | -55.1% | +8.6% | -63.7% | -57.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling