+204.7%
PNC vs WST
+452.9%
-248.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | +5.8% | +12.4% | -6.6% | +3.5% |
| 3M | -7.9% | +17.6% | -25.5% | -10.7% |
| 6M | +10.0% | +28.3% | -18.3% | +4.7% |
| YTD | +14.8% | +50.5% | -35.7% | +5.5% |
| 1Y | +29.7% | +49.4% | -19.7% | +19.2% |
| 3Y | +114.4% | +21.9% | +92.5% | +94.1% |
| 5Y | +36.0% | +0.4% | +35.6% | +25.3% |
| 10Y | +204.7% | +451.5% | -246.8% | +60.9% |
| All | +204.7% | +452.9% | -248.1% | +60.9% |
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