+69.6%
IWM vs PNC
+115.6%
-46.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.6% |
| 7D | +1.4% | +3.1% | -1.7% | -0.4% |
| 30D | +2.3% | +7.6% | -5.4% | -2.1% |
| 3M | -8.3% | -8.1% | -0.2% | -3.7% |
| 6M | -1.3% | +12.6% | -13.9% | -8.8% |
| YTD | +13.5% | +15.0% | -1.4% | +2.8% |
| 1Y | +18.4% | +30.4% | -12.0% | -1.2% |
| 3Y | +69.6% | +116.1% | -46.5% | -1.9% |
| All | +69.6% | +115.6% | -46.0% | -1.9% |
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 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