+3,979.8%
PNC vs MTB
+8,245.1%
-4,265.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | +2.3% | +2.8% | -0.5% | +0.2% |
| 30D | -3.8% | -4.2% | +0.4% | -0.6% |
| 3M | +7.8% | +7.8% | 0.0% | +1.7% |
| 6M | +19.7% | +14.8% | +4.9% | +7.6% |
| YTD | +19.1% | +20.8% | -1.7% | +3.1% |
| 1Y | +23.1% | +23.1% | 0.0% | +4.9% |
| 3Y | +132.1% | +114.8% | +17.3% | +27.8% |
| 5Y | +52.2% | +103.3% | -51.1% | -16.6% |
| 10Y | +271.4% | +173.0% | +98.4% | +55.4% |
| All | +3,979.8% | +8,245.1% | -4,265.3% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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