+753.8%
IWM vs PNC
+1,002.4%
-248.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.6% |
| 7D | +1.4% | +3.1% | -1.7% | +0.1% |
| 30D | +2.3% | +7.6% | -5.4% | -0.9% |
| 3M | -8.3% | -8.1% | -0.2% | -5.0% |
| 6M | -1.3% | +12.6% | -13.9% | -6.5% |
| YTD | +13.5% | +15.0% | -1.4% | +6.4% |
| 1Y | +18.4% | +30.4% | -12.0% | +5.1% |
| 3Y | +69.6% | +116.1% | -46.5% | +21.0% |
| 5Y | +23.3% | +37.5% | -14.2% | +4.9% |
| 10Y | +147.0% | +205.1% | -58.1% | +47.5% |
| All | +753.8% | +1,002.4% | -248.6% | +164.4% |
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