-1.6%
SW vs PNC
+30.4%
-32.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.2% |
| 7D | +4.7% | -2.2% | +6.8% | +5.7% |
| 30D | +5.0% | +3.9% | +1.1% | +3.2% |
| 3M | -7.3% | -10.4% | +3.1% | -2.7% |
| 6M | +15.0% | +4.1% | +10.9% | +12.8% |
| YTD | +18.5% | +12.2% | +6.3% | +12.3% |
| 1Y | +27.1% | +27.2% | -0.1% | +14.1% |
| 3Y | +49.3% | +104.8% | -55.5% | +14.5% |
| 5Y | -1.6% | +31.9% | -33.6% | -16.1% |
| All | -1.6% | +30.4% | -32.0% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling