+52.3%
PNC vs WAB
+220.1%
-167.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -4.4% | -5.9% | +1.4% | -1.3% |
| 3M | +5.3% | +9.4% | -4.1% | -0.8% |
| 6M | +19.6% | +13.8% | +5.7% | +9.5% |
| YTD | +19.1% | +31.8% | -12.6% | -0.1% |
| 1Y | +24.3% | +48.5% | -24.2% | -3.3% |
| 3Y | +132.2% | +167.0% | -34.8% | +23.4% |
| 5Y | +52.3% | +222.3% | -170.0% | -29.4% |
| All | +52.3% | +220.1% | -167.8% | -29.4% |
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