+3,942.5%
PNC vs WY
+673.4%
+3,269.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.7% | -1.7% | +1.0% | +0.1% |
| 30D | -4.4% | -9.9% | +5.5% | +0.3% |
| 3M | +4.5% | -7.5% | +12.0% | +7.8% |
| 6M | +19.1% | -5.1% | +24.2% | +21.0% |
| YTD | +18.0% | -2.1% | +20.1% | +17.7% |
| 1Y | +24.1% | -7.3% | +31.4% | +26.6% |
| 3Y | +130.0% | -22.6% | +152.7% | +153.3% |
| 5Y | +50.4% | -19.8% | +70.2% | +60.6% |
| 10Y | +271.3% | +9.6% | +261.7% | +217.3% |
| All | +3,942.5% | +673.4% | +3,269.1% | +1,163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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