+573.9%
EWT vs PNC
+943.3%
-369.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | +4.8% | -4.4% | +9.2% | +6.2% |
| 3M | +11.1% | +5.3% | +5.9% | +9.1% |
| 6M | +54.6% | +19.6% | +35.0% | +45.7% |
| YTD | +71.4% | +19.1% | +52.3% | +61.4% |
| 1Y | +82.1% | +24.3% | +57.8% | +68.8% |
| 3Y | +193.2% | +132.2% | +61.0% | +119.9% |
| 5Y | +146.1% | +52.3% | +93.8% | +107.0% |
| 10Y | +505.0% | +274.8% | +230.2% | +260.7% |
| All | +573.9% | +943.3% | -369.4% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling