+2,925.4%
PNC vs M
+439.9%
+2,485.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -0.6% | -3.3% | +2.7% | +0.3% |
| 30D | +5.8% | +8.1% | -2.3% | +3.1% |
| 3M | -7.9% | +2.2% | -10.1% | -9.1% |
| 6M | +10.0% | +35.1% | -25.1% | -1.0% |
| YTD | +14.8% | +15.8% | -1.0% | +7.6% |
| 1Y | +29.7% | +25.8% | +3.8% | +18.2% |
| 3Y | +114.4% | +156.2% | -41.8% | +46.2% |
| 5Y | +36.0% | -2.4% | +38.3% | +15.2% |
| 10Y | +204.7% | -7.1% | +211.8% | +106.3% |
| All | +2,925.4% | +439.9% | +2,485.5% | +962.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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