+127.9%
PNC vs BWA
+67.1%
+60.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -4.4% | -5.6% | +1.2% | -3.1% |
| 3M | +4.5% | -10.7% | +15.2% | +7.2% |
| 6M | +19.1% | +23.2% | -4.1% | +10.5% |
| YTD | +18.0% | +46.0% | -28.0% | +0.9% |
| 1Y | +24.1% | +51.2% | -27.1% | +4.3% |
| All | +127.9% | +67.1% | +60.7% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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