+972.3%
PNC vs IWD
+745.9%
+226.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +1.9% | +1.7% | +0.2% | -0.4% |
| 30D | +6.2% | +3.2% | +3.0% | +1.8% |
| 3M | -8.7% | +2.3% | -11.0% | -11.5% |
| 6M | +9.2% | +12.9% | -3.7% | -7.5% |
| YTD | +14.3% | +26.2% | -11.9% | -16.7% |
| 1Y | +27.7% | +28.3% | -0.6% | -8.9% |
| 3Y | +113.5% | +84.4% | +29.1% | -5.3% |
| 5Y | +36.7% | +73.0% | -36.2% | -33.1% |
| 10Y | +203.4% | +203.3% | +0.1% | -26.1% |
| All | +972.3% | +745.9% | +226.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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