+2,246.7%
PNC vs WAT
+10,816.8%
-8,570.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | -3.8% | +2.3% | -6.2% | -4.4% |
| 3M | +9.0% | +8.7% | +0.3% | +6.6% |
| 6M | +16.6% | +28.3% | -11.7% | +8.9% |
| YTD | +20.4% | +7.8% | +12.7% | +16.9% |
| 1Y | +22.3% | +36.6% | -14.3% | +11.6% |
| 3Y | +124.5% | +45.7% | +78.9% | +97.6% |
| 5Y | +54.1% | -3.3% | +57.4% | +48.0% |
| 10Y | +276.3% | +162.1% | +114.2% | +185.0% |
| All | +2,246.7% | +10,816.8% | -8,570.1% | +1,067.7% |
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 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