+148.7%
PNC vs TW
+206.7%
-58.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -0.6% | -4.5% | +3.9% | +0.6% |
| 30D | -4.4% | -2.3% | -2.1% | -3.9% |
| 3M | +5.2% | +2.6% | +2.6% | +3.9% |
| 6M | +20.6% | -17.5% | +38.2% | +26.1% |
| YTD | +19.8% | -5.3% | +25.1% | +19.8% |
| 1Y | +24.4% | -14.8% | +39.2% | +28.2% |
| 3Y | +131.2% | +18.8% | +112.4% | +108.8% |
| 5Y | +53.1% | +20.7% | +32.4% | +33.8% |
| All | +148.7% | +206.7% | -58.0% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling