+209.7%
PNC vs MAS
+215.9%
-6.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.2% |
| 7D | -1.1% | +2.4% | -3.4% | -2.3% |
| 30D | +4.5% | +19.8% | -15.4% | -4.9% |
| 3M | -10.0% | +9.8% | -19.9% | -14.7% |
| 6M | +3.1% | +15.8% | -12.7% | -6.0% |
| YTD | +11.5% | +31.8% | -20.3% | -6.7% |
| 1Y | +27.3% | +35.4% | -8.1% | +4.7% |
| 3Y | +106.4% | +59.2% | +47.1% | +50.8% |
| 5Y | +31.1% | +41.2% | -10.1% | -0.2% |
| All | +209.7% | +215.9% | -6.2% | +51.0% |
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