+2,329.2%
PNC vs BWA
+3,492.4%
-1,163.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.0% |
| 7D | +1.4% | +5.7% | -4.3% | -0.9% |
| 30D | -3.8% | +1.4% | -5.2% | -4.6% |
| 3M | +9.0% | -12.1% | +21.1% | +13.9% |
| 6M | +16.6% | +28.6% | -11.9% | +3.0% |
| YTD | +20.4% | +51.1% | -30.7% | -2.7% |
| 1Y | +22.3% | +55.9% | -33.5% | -2.9% |
| 3Y | +124.5% | +70.1% | +54.4% | +67.2% |
| 5Y | +54.1% | +90.7% | -36.6% | +7.1% |
| 10Y | +276.3% | +154.0% | +122.3% | +119.4% |
| All | +2,329.2% | +3,492.4% | -1,163.2% | +502.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling