+1,547.2%
HWM vs PNC
+248.7%
+1,298.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.7% |
| 7D | -12.5% | -0.9% | -11.6% | -11.9% |
| 30D | -19.0% | -4.4% | -14.6% | -16.3% |
| 3M | -8.6% | +5.3% | -13.9% | -12.1% |
| 6M | -10.2% | +19.6% | -29.7% | -21.2% |
| YTD | +11.3% | +19.1% | -7.8% | -2.9% |
| 1Y | +24.3% | +24.3% | -0.1% | +4.6% |
| 3Y | +382.3% | +132.2% | +250.1% | +145.5% |
| 5Y | +640.6% | +52.3% | +588.3% | +405.6% |
| All | +1,547.2% | +248.7% | +1,298.5% | +483.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling