+215.4%
GLD vs PNC
+205.2%
+10.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | +0.8% | +2.0% | +2.8% |
| 30D | -4.0% | +6.5% | -10.4% | -3.8% |
| 3M | -8.2% | -7.3% | -1.0% | -8.4% |
| 6M | -14.8% | +8.5% | -23.4% | -14.7% |
| YTD | -6.8% | +14.5% | -21.3% | -6.4% |
| 1Y | -2.4% | +29.1% | -31.5% | -1.6% |
| 3Y | +105.8% | +113.7% | -8.0% | +110.7% |
| 5Y | +113.3% | +35.7% | +77.6% | +115.2% |
| All | +215.4% | +205.2% | +10.2% | +257.2% |
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