+106.4%
PNC vs MAS
+58.1%
+48.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -1.1% | +2.0% | -3.0% | -1.8% |
| 30D | +4.5% | +19.4% | -14.9% | -2.3% |
| 3M | -10.0% | +9.4% | -19.4% | -13.2% |
| 6M | +3.1% | +15.3% | -12.2% | -3.6% |
| YTD | +11.5% | +31.3% | -19.8% | -3.0% |
| 1Y | +27.3% | +34.9% | -7.6% | +9.1% |
| 3Y | +106.4% | +58.6% | +47.8% | +45.6% |
| All | +106.4% | +58.1% | +48.2% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling