+19,851.2%
GD vs PNC
+4,099.5%
+15,751.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -5.3% | +1.4% | -6.6% | -5.6% |
| 30D | -6.4% | -3.8% | -2.6% | -5.5% |
| 3M | +5.7% | +9.0% | -3.3% | +3.1% |
| 6M | -0.9% | +16.6% | -17.6% | -5.3% |
| YTD | +8.2% | +20.4% | -12.3% | +2.4% |
| 1Y | +13.4% | +22.3% | -8.9% | +6.8% |
| 3Y | +68.5% | +124.5% | -56.0% | +32.4% |
| 5Y | +97.2% | +54.1% | +43.1% | +68.9% |
| 10Y | +190.2% | +276.3% | -86.1% | +93.6% |
| All | +19,851.2% | +4,099.5% | +15,751.7% | +6,115.2% |
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