+2,541.7%
PNC vs WWD
+15,097.2%
-12,555.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | -3.8% | -6.4% | +2.6% | -1.5% |
| 3M | +7.8% | -5.6% | +13.4% | +9.2% |
| 6M | +19.7% | -9.1% | +28.8% | +22.2% |
| YTD | +19.1% | +12.5% | +6.6% | +11.9% |
| 1Y | +23.1% | +41.3% | -18.2% | +5.4% |
| 3Y | +132.1% | +170.2% | -38.1% | +52.4% |
| 5Y | +52.2% | +192.5% | -140.3% | -4.9% |
| 10Y | +271.4% | +476.9% | -205.5% | +75.6% |
| All | +2,541.7% | +15,097.2% | -12,555.5% | +614.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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