+8,432.7%
WFC vs PNC
+4,053.5%
+4,379.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.4% |
| 7D | +1.1% | +2.3% | -1.2% | -0.6% |
| 30D | +0.8% | -3.8% | +4.6% | +3.8% |
| 3M | +9.3% | +7.8% | +1.5% | +3.2% |
| 6M | +10.6% | +19.7% | -9.1% | -3.5% |
| YTD | -4.1% | +19.1% | -23.2% | -16.1% |
| 1Y | +13.6% | +23.1% | -9.6% | -3.4% |
| 3Y | +130.7% | +132.1% | -1.4% | +20.8% |
| 5Y | +126.7% | +52.2% | +74.5% | +61.6% |
| 10Y | +132.1% | +271.4% | -139.3% | -14.1% |
| All | +8,432.7% | +4,053.5% | +4,379.2% | +696.3% |
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 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