+399.9%
GH vs PNC
+133.2%
+266.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | -2.1% | +2.3% | -4.4% | -3.2% |
| 30D | -4.5% | -3.8% | -0.6% | -2.7% |
| 3M | +28.9% | +7.8% | +21.1% | +24.1% |
| 6M | +76.5% | +19.7% | +56.8% | +61.5% |
| YTD | +57.6% | +19.1% | +38.5% | +44.5% |
| 1Y | +167.5% | +23.1% | +144.4% | +140.5% |
| 3Y | +377.4% | +132.1% | +245.3% | +217.8% |
| 5Y | +23.8% | +52.2% | -28.4% | -1.7% |
| All | +399.9% | +133.2% | +266.7% | +192.4% |
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 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