-21.1%
GIS vs PNC
+279.5%
-300.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -6.4% | -0.6% | -5.8% | -6.3% |
| 30D | -6.1% | -4.4% | -1.7% | -5.6% |
| 3M | +7.8% | +5.2% | +2.6% | +7.2% |
| 6M | -8.8% | +20.6% | -29.4% | -10.8% |
| YTD | -19.1% | +19.8% | -38.9% | -20.9% |
| 1Y | -24.8% | +24.4% | -49.2% | -26.8% |
| 3Y | -37.6% | +131.2% | -168.8% | -44.0% |
| 5Y | -25.4% | +53.1% | -78.5% | -30.3% |
| All | -21.1% | +279.5% | -300.6% | -32.1% |
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 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