+627.7%
GEV vs PNC
+68.4%
+559.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.6% |
| 7D | +3.2% | -0.7% | +3.9% | +3.6% |
| 30D | -4.0% | -4.4% | +0.4% | -1.5% |
| 3M | +3.4% | +4.5% | -1.1% | +0.3% |
| 6M | +14.7% | +19.1% | -4.4% | +2.3% |
| YTD | +45.8% | +18.0% | +27.8% | +29.5% |
| 1Y | +57.4% | +24.1% | +33.3% | +35.2% |
| All | +627.7% | +68.4% | +559.2% | +419.1% |
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