+2,324.2%
PNC vs ARWR
-97.0%
+2,421.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +1.4% | +1.7% | -0.3% | +1.4% |
| 30D | -3.8% | -0.7% | -3.2% | -3.8% |
| 3M | +9.0% | +14.9% | -5.9% | +8.9% |
| 6M | +16.6% | +32.6% | -16.0% | +16.4% |
| YTD | +20.4% | +30.0% | -9.6% | +20.2% |
| 1Y | +22.3% | +208.4% | -186.0% | +21.5% |
| 3Y | +124.5% | +208.8% | -84.3% | +122.6% |
| 5Y | +54.1% | +27.8% | +26.3% | +53.1% |
| 10Y | +276.3% | +1,107.6% | -831.3% | +269.4% |
| All | +2,324.2% | -97.0% | +2,421.3% | +1,920.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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