+24.4%
PNC vs BBWI
-31.4%
+55.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | 0.0% |
| 7D | -0.6% | -4.8% | +4.3% | -0.2% |
| 30D | -4.4% | +3.5% | -7.9% | -4.8% |
| 3M | +5.2% | -0.3% | +5.5% | +5.0% |
| 6M | +20.6% | -5.4% | +26.0% | +20.6% |
| YTD | +19.8% | -4.7% | +24.5% | +20.1% |
| 1Y | +24.4% | -30.5% | +54.9% | +27.1% |
| All | +24.4% | -31.4% | +55.8% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling