+1,463.7%
GIS vs PNC
+4,053.5%
-2,589.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -8.3% | +2.3% | -10.6% | -8.6% |
| 30D | +2.2% | -3.8% | +6.0% | +2.7% |
| 3M | +15.7% | +7.8% | +7.9% | +14.5% |
| 6M | -12.0% | +19.7% | -31.7% | -14.1% |
| YTD | -15.0% | +19.1% | -34.1% | -17.1% |
| 1Y | -20.1% | +23.1% | -43.3% | -22.5% |
| 3Y | -34.6% | +132.1% | -166.7% | -42.2% |
| 5Y | -22.8% | +52.2% | -75.1% | -28.6% |
| 10Y | -18.5% | +271.4% | -289.9% | -35.4% |
| All | +1,463.7% | +4,053.5% | -2,589.9% | +536.1% |
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