+1,029.6%
PNC vs IWD
+726.5%
+303.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +1.1% |
| 7D | +1.4% | -0.3% | +1.7% | +1.8% |
| 30D | -3.8% | +0.6% | -4.4% | -4.6% |
| 3M | +9.0% | +7.2% | +1.8% | -1.0% |
| 6M | +16.6% | +16.2% | +0.4% | -5.0% |
| YTD | +20.4% | +23.3% | -2.9% | -9.4% |
| 1Y | +22.3% | +29.6% | -7.2% | -13.9% |
| 3Y | +124.5% | +70.5% | +54.1% | +10.9% |
| 5Y | +54.1% | +73.5% | -19.4% | -24.9% |
| 10Y | +276.3% | +198.3% | +78.0% | -6.3% |
| All | +1,029.6% | +726.5% | +303.1% | -19.6% |
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