+43.1%
GFS vs PNC
+22.0%
+21.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | +4.5% | -0.7% | +5.2% | +4.8% |
| 30D | -8.2% | -4.4% | -3.8% | -6.4% |
| 3M | -38.9% | +4.5% | -43.3% | -40.2% |
| 6M | -2.9% | +19.1% | -21.9% | -11.6% |
| YTD | +31.8% | +18.0% | +13.8% | +14.9% |
| 1Y | +43.1% | +24.1% | +19.1% | +21.5% |
| All | +43.1% | +22.0% | +21.1% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling