+29.1%
PNC vs MAS
+40.8%
-11.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +1.6% |
| 7D | -0.2% | +3.3% | -3.4% | -0.9% |
| 30D | +6.5% | +25.5% | -19.0% | +1.5% |
| 3M | -7.6% | +11.8% | -19.3% | -9.8% |
| 6M | +8.5% | +21.3% | -12.8% | +3.4% |
| YTD | +14.5% | +37.7% | -23.3% | +3.9% |
| All | +29.1% | +40.8% | -11.7% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling