+755.0%
SW vs PNC
+570.1%
+184.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.1% | +1.4% | -6.5% | -5.2% |
| 30D | -4.6% | -3.8% | -0.8% | -4.2% |
| 3M | +9.4% | +9.0% | +0.4% | +8.5% |
| 6M | +3.5% | +16.6% | -13.1% | +2.0% |
| YTD | +22.0% | +20.4% | +1.6% | +19.8% |
| 1Y | +2.2% | +22.3% | -20.1% | +0.2% |
| 3Y | +19.6% | +124.5% | -105.0% | +11.9% |
| 5Y | -2.3% | +54.1% | -56.4% | -6.6% |
| 10Y | +181.4% | +276.3% | -94.9% | +156.7% |
| All | +755.0% | +570.1% | +184.9% | +726.0% |
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