+2,264.4%
PNC vs WAB
+4,316.0%
-2,051.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.9% |
| 7D | +3.1% | +5.1% | -2.0% | +1.1% |
| 30D | +7.6% | +4.0% | +3.6% | +5.9% |
| 3M | -8.1% | +0.1% | -8.2% | -8.4% |
| 6M | +12.6% | +12.8% | -0.2% | +6.7% |
| YTD | +15.0% | +40.1% | -25.1% | +0.2% |
| 1Y | +30.4% | +46.4% | -16.0% | +11.7% |
| 3Y | +116.1% | +167.4% | -51.2% | +46.9% |
| 5Y | +37.5% | +215.0% | -177.6% | -12.4% |
| 10Y | +205.1% | +269.2% | -64.1% | +76.0% |
| All | +2,264.4% | +4,316.0% | -2,051.6% | +561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling