+28,547.2%
WM vs PNC
+3,789.2%
+24,758.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +1.2% | -1.1% | +2.3% | +1.4% |
| 30D | +13.1% | +4.5% | +8.6% | +12.1% |
| 3M | +3.6% | -10.0% | +13.6% | +5.8% |
| 6M | +8.1% | +3.1% | +5.0% | +7.2% |
| YTD | +8.9% | +11.5% | -2.6% | +6.0% |
| 1Y | +20.3% | +27.3% | -6.9% | +14.0% |
| 3Y | +46.2% | +106.4% | -60.2% | +23.5% |
| 5Y | +59.9% | +31.1% | +28.8% | +46.2% |
| 10Y | +345.6% | +231.3% | +114.3% | +227.7% |
| All | +28,547.2% | +3,789.2% | +24,758.0% | +11,014.4% |
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