+131.2%
PNC vs MDY
+48.5%
+82.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | -0.6% | -1.9% | +1.3% | +1.2% |
| 30D | -4.4% | -4.6% | +0.3% | +0.1% |
| 3M | +5.2% | -1.2% | +6.5% | +6.3% |
| 6M | +20.6% | +9.2% | +11.4% | +10.0% |
| YTD | +19.8% | +13.1% | +6.7% | +5.5% |
| 1Y | +24.4% | +13.0% | +11.4% | +9.6% |
| 3Y | +131.2% | +49.2% | +82.0% | +46.7% |
| All | +131.2% | +48.5% | +82.8% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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