+182.7%
SW vs PNC
+226.6%
-43.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +2.3% | -1.1% | +3.4% | +2.6% |
| 30D | +6.8% | +4.5% | +2.3% | +5.5% |
| 3M | -5.2% | -10.0% | +4.8% | -2.5% |
| 6M | +7.4% | +3.1% | +4.3% | +6.6% |
| YTD | +17.4% | +11.5% | +5.9% | +14.1% |
| 1Y | +27.1% | +27.3% | -0.2% | +19.4% |
| 3Y | +47.9% | +106.4% | -58.5% | +26.3% |
| 5Y | -2.6% | +31.1% | -33.7% | -10.8% |
| All | +182.7% | +226.6% | -43.9% | +125.3% |
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