+2,139.9%
PNC vs WAT
+12,173.3%
-10,033.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +3.1% | +0.6% | +2.5% | +2.9% |
| 30D | +7.6% | +5.4% | +2.2% | +6.2% |
| 3M | -8.1% | +11.3% | -19.4% | -10.7% |
| 6M | +12.6% | +37.4% | -24.8% | +3.6% |
| YTD | +15.0% | +21.2% | -6.2% | +8.2% |
| 1Y | +30.4% | +21.3% | +9.1% | +22.7% |
| 3Y | +116.1% | +83.4% | +32.8% | +79.8% |
| 5Y | +37.5% | +29.0% | +8.5% | +23.2% |
| 10Y | +205.1% | +223.9% | -18.8% | +120.4% |
| All | +2,139.9% | +12,173.3% | -10,033.4% | +981.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling