+1,497.0%
HWM vs PNC
+236.4%
+1,260.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.4% |
| 7D | +7.3% | +3.1% | +4.2% | +5.1% |
| 30D | +1.6% | +7.6% | -6.1% | -3.6% |
| 3M | -21.9% | -8.1% | -13.7% | -17.1% |
| 6M | -19.0% | +12.6% | -31.6% | -26.0% |
| YTD | +7.9% | +15.0% | -7.0% | -3.6% |
| 1Y | +9.9% | +30.4% | -20.5% | -10.6% |
| 3Y | +342.1% | +116.1% | +226.0% | +138.0% |
| 5Y | +600.8% | +37.5% | +563.3% | +419.8% |
| 10Y | +1,493.8% | +205.1% | +1,288.7% | +515.5% |
| All | +1,497.0% | +236.4% | +1,260.6% | +478.9% |
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