+238.5%
PNC vs WING
+637.7%
-399.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.2% |
| 7D | +1.9% | -3.9% | +5.8% | +2.4% |
| 30D | +6.2% | +26.6% | -20.4% | +2.5% |
| 3M | -8.7% | +42.5% | -51.2% | -13.8% |
| 6M | +9.2% | +29.4% | -20.2% | +3.7% |
| YTD | +14.3% | -32.8% | +47.1% | +18.3% |
| 1Y | +27.7% | -33.5% | +61.1% | +32.1% |
| 3Y | +113.5% | -23.4% | +136.9% | +105.1% |
| 5Y | +36.7% | -0.4% | +37.2% | +20.5% |
| 10Y | +203.4% | +647.8% | -444.4% | +77.8% |
| All | +238.5% | +637.7% | -399.2% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling