+302.4%
MXL vs PNC
+279.5%
+22.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.2% |
| 7D | +18.9% | -0.6% | +19.4% | +19.2% |
| 30D | +0.3% | -4.4% | +4.7% | +3.8% |
| 3M | -8.0% | +5.2% | -13.3% | -11.7% |
| 6M | +341.2% | +20.6% | +320.6% | +278.8% |
| YTD | +327.8% | +19.8% | +308.1% | +268.8% |
| 1Y | +364.9% | +24.4% | +340.5% | +289.5% |
| 3Y | +229.2% | +131.2% | +98.0% | +78.1% |
| 5Y | +42.8% | +53.1% | -10.3% | +2.8% |
| All | +302.4% | +279.5% | +22.9% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling