+659.1%
PNC vs WTW
+1,101.3%
-442.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.7% |
| 7D | -0.9% | -7.8% | +6.9% | +3.2% |
| 30D | -4.4% | -7.9% | +3.5% | -0.5% |
| 3M | +5.3% | +19.9% | -14.7% | -4.9% |
| 6M | +19.6% | +9.8% | +9.8% | +11.9% |
| YTD | +19.1% | -3.3% | +22.5% | +18.2% |
| 1Y | +24.3% | -3.3% | +27.6% | +23.0% |
| 3Y | +132.2% | +61.5% | +70.7% | +71.5% |
| 5Y | +52.3% | +42.6% | +9.7% | +19.2% |
| 10Y | +274.8% | +197.1% | +77.8% | +96.0% |
| All | +659.1% | +1,101.3% | -442.2% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling