+2,434.7%
PNC vs MDY
+2,615.3%
-180.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +0.2% |
| 7D | -0.7% | -0.8% | 0.0% | +0.1% |
| 30D | -4.4% | -3.9% | -0.5% | -0.5% |
| 3M | +4.5% | 0.0% | +4.5% | +4.3% |
| 6M | +19.1% | +8.5% | +10.5% | +9.0% |
| YTD | +18.0% | +13.2% | +4.8% | +3.4% |
| 1Y | +24.1% | +15.0% | +9.0% | +6.8% |
| 3Y | +130.0% | +49.6% | +80.4% | +51.3% |
| 5Y | +50.4% | +46.0% | +4.4% | +1.0% |
| 10Y | +271.3% | +176.4% | +94.9% | +33.5% |
| All | +2,434.7% | +2,615.3% | -180.6% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling