+147.3%
PNC vs TW
+211.4%
-64.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.3% |
| 7D | +2.3% | -3.5% | +5.8% | +3.2% |
| 30D | -3.8% | +0.5% | -4.3% | -4.0% |
| 3M | +7.8% | +4.9% | +2.9% | +5.8% |
| 6M | +19.7% | -17.1% | +36.8% | +24.9% |
| YTD | +19.1% | -3.9% | +23.0% | +18.7% |
| 1Y | +23.1% | -13.3% | +36.4% | +26.2% |
| 3Y | +132.1% | +20.9% | +111.2% | +108.7% |
| 5Y | +52.2% | +20.5% | +31.7% | +33.4% |
| All | +147.3% | +211.4% | -64.1% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling