+743.1%
SW vs PNC
+542.8%
+200.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +3.9% |
| 7D | +12.1% | +2.3% | +9.8% | +11.8% |
| 30D | +6.6% | +7.0% | -0.4% | +5.8% |
| 3M | -6.0% | -7.3% | +1.3% | -5.3% |
| 6M | +21.5% | +8.9% | +12.6% | +20.5% |
| YTD | +20.3% | +15.5% | +4.8% | +18.6% |
| 1Y | +28.1% | +31.8% | -3.7% | +24.8% |
| 3Y | +51.6% | +110.9% | -59.3% | +42.7% |
| 5Y | -0.1% | +35.4% | -35.6% | -3.7% |
| 10Y | +189.7% | +243.2% | -53.4% | +165.8% |
| All | +743.1% | +542.8% | +200.2% | +717.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling