+217.8%
PNC vs MAS
+230.1%
-12.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +0.4% |
| 7D | -0.2% | +3.3% | -3.4% | -1.8% |
| 30D | +6.5% | +25.5% | -19.0% | -5.2% |
| 3M | -7.6% | +11.8% | -19.3% | -13.1% |
| 6M | +8.5% | +21.3% | -12.8% | -3.4% |
| YTD | +14.5% | +37.7% | -23.3% | -6.4% |
| 1Y | +29.7% | +41.0% | -11.3% | +4.6% |
| 3Y | +115.7% | +63.0% | +52.7% | +56.0% |
| 5Y | +34.6% | +44.1% | -9.5% | +1.6% |
| 10Y | +217.8% | +224.3% | -6.4% | +51.6% |
| All | +217.8% | +230.1% | -12.3% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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