+271.3%
PNC vs WST
+325.7%
-54.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.7% | -1.7% | +0.9% | -0.4% |
| 30D | -4.4% | -4.3% | -0.1% | -3.6% |
| 3M | +4.5% | +0.7% | +3.7% | +4.2% |
| 6M | +19.1% | +36.0% | -17.0% | +11.8% |
| YTD | +18.0% | +22.7% | -4.7% | +12.7% |
| 1Y | +24.1% | +34.1% | -10.1% | +16.0% |
| 3Y | +130.0% | -13.6% | +143.6% | +124.6% |
| 5Y | +50.4% | -26.0% | +76.4% | +48.1% |
| 10Y | +271.3% | +335.8% | -64.5% | +101.8% |
| All | +271.3% | +325.7% | -54.4% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling