+270.8%
PNC vs WAT
+166.5%
+104.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.3% |
| 7D | -0.9% | -2.9% | +2.0% | +0.2% |
| 30D | -4.4% | -3.2% | -1.2% | -3.3% |
| 3M | +5.3% | +10.6% | -5.3% | +0.8% |
| 6M | +19.6% | +34.0% | -14.5% | +4.9% |
| YTD | +19.1% | +5.7% | +13.4% | +14.3% |
| 1Y | +24.3% | +37.1% | -12.8% | +6.3% |
| 3Y | +132.2% | +52.4% | +79.8% | +78.7% |
| 5Y | +52.3% | -4.4% | +56.7% | +43.1% |
| All | +270.8% | +166.5% | +104.3% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling