+739.2%
PNC vs MKTX
+1,443.5%
-704.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -4.4% | +0.8% | -5.3% | -4.7% |
| 3M | +5.3% | +41.1% | -35.9% | -6.9% |
| 6M | +19.6% | -9.5% | +29.1% | +20.8% |
| YTD | +19.1% | -8.7% | +27.8% | +19.5% |
| 1Y | +24.3% | -10.0% | +34.3% | +24.8% |
| 3Y | +132.2% | -24.6% | +156.8% | +136.9% |
| 5Y | +52.3% | -60.3% | +112.6% | +84.8% |
| 10Y | +274.8% | +5.0% | +269.8% | +195.4% |
| All | +739.2% | +1,443.5% | -704.2% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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