+50.9%
PNC vs WAT
-4.5%
+55.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | -4.4% | -1.7% | -2.7% | -4.0% |
| 3M | +4.5% | +9.1% | -4.6% | +1.6% |
| 6M | +19.1% | +32.4% | -13.4% | +8.2% |
| YTD | +18.0% | +6.6% | +11.4% | +14.2% |
| 1Y | +24.1% | +34.7% | -10.7% | +10.7% |
| 3Y | +130.0% | +53.6% | +76.4% | +87.9% |
| All | +50.9% | -4.5% | +55.4% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling