+182.3%
SW vs PNC
+206.2%
-23.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -2.6% | -0.6% | -1.9% | -2.4% |
| 30D | +7.2% | +5.8% | +1.4% | +5.6% |
| 3M | -10.5% | -7.9% | -2.6% | -8.5% |
| 6M | +9.9% | +10.0% | -0.1% | +7.1% |
| YTD | +17.2% | +14.8% | +2.4% | +13.0% |
| 1Y | +26.5% | +29.7% | -3.2% | +18.2% |
| 3Y | +47.7% | +114.4% | -66.7% | +24.8% |
| 5Y | +0.2% | +36.0% | -35.8% | -9.2% |
| 10Y | +182.3% | +204.7% | -22.4% | +113.9% |
| All | +182.3% | +206.2% | -23.9% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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