+36.7%
PNC vs WAB
+214.2%
-177.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.0% |
| 7D | +3.1% | +5.1% | -2.0% | +0.3% |
| 30D | +7.6% | +4.0% | +3.6% | +5.1% |
| 3M | -8.1% | +0.1% | -8.2% | -8.6% |
| 6M | +12.6% | +12.8% | -0.2% | +3.9% |
| YTD | +15.0% | +40.1% | -25.1% | -7.2% |
| 1Y | +30.4% | +46.4% | -16.0% | +2.5% |
| 3Y | +116.1% | +167.4% | -51.2% | +14.5% |
| All | +36.7% | +214.2% | -177.5% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling