+50.9%
PNC vs WTW
+42.0%
+8.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.6% | -5.7% | +5.2% | +1.8% |
| 30D | -4.4% | -7.3% | +2.9% | -1.6% |
| 3M | +5.2% | +21.5% | -16.2% | -3.7% |
| 6M | +20.6% | +9.6% | +11.0% | +14.5% |
| YTD | +19.8% | -3.3% | +23.0% | +19.7% |
| 1Y | +24.4% | -6.1% | +30.6% | +26.1% |
| 3Y | +131.2% | +61.8% | +69.4% | +68.9% |
| All | +50.9% | +42.0% | +8.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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