+5.5%
GD vs PNC
+29.7%
-24.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.4% | +1.5% |
| 7D | -3.0% | -0.2% | -2.9% | -3.0% |
| 30D | +9.3% | +6.5% | +2.8% | +7.5% |
| 3M | -7.2% | -7.6% | +0.4% | -5.6% |
| 6M | +5.5% | +8.5% | -3.1% | +3.1% |
| YTD | +9.5% | +14.5% | -5.0% | +4.6% |
| All | +5.5% | +29.7% | -24.2% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling