-0.8%
GFS vs PNC
+34.3%
-35.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.5% |
| 7D | +4.5% | -0.7% | +5.2% | +5.0% |
| 30D | -8.2% | -4.4% | -3.8% | -5.4% |
| 3M | -38.9% | +4.5% | -43.3% | -41.0% |
| 6M | -2.9% | +19.1% | -21.9% | -14.4% |
| YTD | +31.8% | +18.0% | +13.8% | +15.7% |
| 1Y | +43.1% | +24.1% | +19.1% | +21.1% |
| 3Y | -20.6% | +130.0% | -150.7% | -55.5% |
| All | -0.8% | +34.3% | -35.1% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling