-12.1%
GFS vs PNC
+30.3%
-42.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.3% | +0.8% | -6.1% | -5.7% |
| 30D | -15.8% | +6.5% | -22.3% | -19.3% |
| 3M | -18.6% | -7.3% | -11.4% | -14.4% |
| 6M | -45.0% | +8.5% | -53.5% | -48.4% |
| YTD | +16.8% | +14.5% | +2.3% | +4.7% |
| 1Y | +17.8% | +29.1% | -11.3% | -3.2% |
| 3Y | -21.5% | +113.7% | -135.3% | -53.8% |
| 5Y | -29.3% | +35.7% | -65.0% | -41.9% |
| All | -12.1% | +30.3% | -42.4% | -27.1% |
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