+973.6%
PNC vs IWD
+745.7%
+227.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.8% | +1.6% | -0.7% | -1.3% |
| 30D | +6.5% | +3.6% | +2.9% | +1.6% |
| 3M | -7.3% | +2.0% | -9.3% | -9.8% |
| 6M | +8.5% | +13.1% | -4.6% | -8.2% |
| YTD | +14.5% | +26.2% | -11.7% | -16.5% |
| 1Y | +29.1% | +29.6% | -0.5% | -9.2% |
| 3Y | +113.7% | +84.3% | +29.4% | -5.2% |
| 5Y | +35.7% | +73.4% | -37.7% | -33.9% |
| 10Y | +203.7% | +202.4% | +1.2% | -25.8% |
| All | +973.6% | +745.7% | +227.9% | -25.9% |
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