+197.5%
EWT vs PNC
+131.1%
+66.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -1.1% | -0.6% | -0.6% | -1.0% |
| 30D | +4.5% | -4.4% | +8.8% | +5.7% |
| 3M | +8.3% | +5.2% | +3.0% | +6.5% |
| 6M | +54.2% | +20.6% | +33.6% | +45.5% |
| YTD | +74.6% | +19.8% | +54.8% | +64.5% |
| 1Y | +84.9% | +24.4% | +60.5% | +71.9% |
| 3Y | +197.5% | +131.2% | +66.3% | +128.2% |
| All | +197.5% | +131.1% | +66.4% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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