+50.9%
PNC vs WCN
+24.9%
+26.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.6% | -3.1% | +2.6% | +0.4% |
| 30D | -4.4% | -3.4% | -1.0% | -3.4% |
| 3M | +5.2% | +3.0% | +2.3% | +4.0% |
| 6M | +20.6% | -3.8% | +24.4% | +21.5% |
| YTD | +19.8% | -8.3% | +28.1% | +22.3% |
| 1Y | +24.4% | -9.7% | +34.2% | +27.6% |
| 3Y | +131.2% | +17.2% | +114.1% | +110.8% |
| All | +50.9% | +24.9% | +26.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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