+408.1%
PNC vs NWSA
+121.6%
+286.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -0.7% | -3.4% | +2.7% | +0.9% |
| 30D | -4.4% | +3.9% | -8.3% | -6.2% |
| 3M | +4.5% | +8.9% | -4.4% | -0.2% |
| 6M | +19.1% | +21.2% | -2.1% | +7.5% |
| YTD | +18.0% | +13.8% | +4.2% | +9.1% |
| 1Y | +24.1% | +1.4% | +22.6% | +20.9% |
| 3Y | +130.0% | +44.0% | +86.0% | +87.4% |
| 5Y | +50.4% | +40.5% | +9.9% | +20.5% |
| 10Y | +271.3% | +149.2% | +122.1% | +106.9% |
| All | +408.1% | +121.6% | +286.5% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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