+56.0%
GD vs PNC
+114.5%
-58.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +1.9% | +1.9% | 0.0% | +1.3% |
| 30D | +9.2% | +6.2% | +3.0% | +7.4% |
| 3M | -7.5% | -8.7% | +1.3% | -5.2% |
| 6M | +5.8% | +9.2% | -3.4% | +3.0% |
| YTD | +9.8% | +14.3% | -4.5% | +5.2% |
| 1Y | +5.8% | +27.7% | -21.9% | -1.9% |
| All | +56.0% | +114.5% | -58.4% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling