+2,883.5%
GE vs PNC
+4,099.5%
-1,216.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | -11.6% | -3.8% | -7.7% | -9.9% |
| 3M | +3.0% | +9.0% | -6.0% | -1.0% |
| 6M | -0.5% | +16.6% | -17.2% | -7.2% |
| YTD | +9.7% | +20.4% | -10.7% | +0.7% |
| 1Y | +20.0% | +22.3% | -2.3% | +9.0% |
| 3Y | +275.8% | +124.5% | +151.3% | +154.5% |
| 5Y | +429.1% | +54.1% | +375.0% | +318.8% |
| 10Y | +151.2% | +276.3% | -125.1% | +33.9% |
| All | +2,883.5% | +4,099.5% | -1,216.0% | +427.9% |
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