+36.7%
PNC vs WING
-2.2%
+38.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.1% |
| 7D | +1.9% | -3.9% | +5.8% | +2.3% |
| 30D | +6.2% | +26.6% | -20.4% | +3.2% |
| 3M | -8.7% | +42.5% | -51.2% | -12.9% |
| 6M | +9.2% | +29.4% | -20.2% | +4.7% |
| YTD | +14.3% | -32.8% | +47.1% | +18.0% |
| 1Y | +27.7% | -33.5% | +61.1% | +31.7% |
| 3Y | +113.5% | -23.4% | +136.9% | +102.4% |
| 5Y | +36.7% | -0.4% | +37.2% | +14.1% |
| All | +36.7% | -2.2% | +38.9% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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