+2,350.0%
PNC vs WAB
+4,115.8%
-1,765.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +2.3% | +1.7% | +0.6% | +1.6% |
| 30D | -3.8% | -2.4% | -1.4% | -3.0% |
| 3M | +7.8% | +9.7% | -1.9% | +3.6% |
| 6M | +19.7% | +16.5% | +3.2% | +12.2% |
| YTD | +19.1% | +33.7% | -14.6% | +5.9% |
| 1Y | +23.1% | +49.7% | -26.5% | +4.7% |
| 3Y | +132.1% | +170.9% | -38.8% | +57.4% |
| 5Y | +52.2% | +228.0% | -175.8% | -4.1% |
| 10Y | +271.4% | +284.8% | -13.4% | +112.2% |
| All | +2,350.0% | +4,115.8% | -1,765.8% | +599.4% |
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 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