+131.2%
PNC vs WSM
+230.1%
-98.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -0.6% | -0.5% | 0.0% | -0.4% |
| 30D | -4.4% | -7.7% | +3.3% | -2.7% |
| 3M | +5.2% | +3.8% | +1.5% | +4.1% |
| 6M | +20.6% | +22.7% | -2.0% | +14.6% |
| YTD | +19.8% | +28.0% | -8.2% | +12.9% |
| 1Y | +24.4% | +12.7% | +11.7% | +20.1% |
| 3Y | +131.2% | +231.3% | -100.0% | +76.6% |
| All | +131.2% | +230.1% | -98.8% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling