+1,520.0%
HWM vs PNC
+236.0%
+1,284.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.0% |
| 7D | +5.0% | -0.6% | +5.6% | +5.5% |
| 30D | +1.5% | +5.8% | -4.3% | -2.5% |
| 3M | -20.3% | -7.9% | -12.4% | -15.6% |
| 6M | -18.0% | +10.0% | -28.0% | -23.9% |
| YTD | +9.5% | +14.8% | -5.3% | -2.1% |
| 1Y | +7.5% | +29.7% | -22.2% | -12.3% |
| 3Y | +355.7% | +114.4% | +241.3% | +146.8% |
| 5Y | +610.2% | +36.0% | +574.2% | +431.5% |
| 10Y | +1,516.8% | +204.7% | +1,312.0% | +525.0% |
| All | +1,520.0% | +236.0% | +1,284.0% | +487.8% |
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