+4,025.0%
PNC vs BBWI
+1,034.6%
+2,990.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.6% |
| 7D | +1.4% | +1.5% | -0.1% | +0.9% |
| 30D | -3.8% | -5.2% | +1.4% | -2.8% |
| 3M | +9.0% | +11.1% | -2.1% | +4.6% |
| 6M | +16.6% | -13.4% | +30.0% | +18.4% |
| YTD | +20.4% | +0.1% | +20.3% | +16.4% |
| 1Y | +22.3% | -36.1% | +58.5% | +32.0% |
| 3Y | +124.5% | -44.1% | +168.6% | +139.1% |
| 5Y | +54.1% | -66.2% | +120.3% | +79.9% |
| 10Y | +276.3% | -54.8% | +331.0% | +228.4% |
| All | +4,025.0% | +1,034.6% | +2,990.3% | +1,029.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling