+42.4%
PNC vs MSTZ
-99.1%
+141.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | +1.2% |
| 7D | -0.9% | +24.8% | -25.7% | -0.1% |
| 30D | -4.4% | -59.2% | +54.8% | -6.7% |
| 3M | +5.3% | -56.9% | +62.1% | +3.8% |
| 6M | +19.6% | -57.6% | +77.2% | +19.0% |
| YTD | +19.1% | -73.6% | +92.7% | +18.6% |
| 1Y | +24.3% | -15.6% | +39.9% | +32.5% |
| All | +42.4% | -99.1% | +141.5% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 5y: compounded portfolio wealth divided by compounded MSTZ 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…
5y analysis · Full analysis span regression · 6 months rolling