+188.5%
GD vs PNC
+226.6%
-38.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -5.0% | -1.1% | -3.9% | -4.6% |
| 30D | +8.9% | +4.5% | +4.5% | +6.9% |
| 3M | -8.0% | -10.0% | +2.0% | -4.1% |
| 6M | +2.9% | +3.1% | -0.2% | +1.3% |
| YTD | +7.1% | +11.5% | -4.5% | +1.5% |
| 1Y | +5.9% | +27.3% | -21.3% | -5.1% |
| 3Y | +53.9% | +106.4% | -52.5% | +9.0% |
| 5Y | +95.4% | +31.1% | +64.3% | +65.4% |
| All | +188.5% | +226.6% | -38.1% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling