+816.6%
GLD vs PNC
+737.7%
+78.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.5% | +1.4% | -1.9% | -0.5% |
| 30D | +4.4% | -3.8% | +8.2% | +4.3% |
| 3M | -1.1% | +9.0% | -10.1% | -0.8% |
| 6M | -13.8% | +16.6% | -30.4% | -13.4% |
| YTD | +2.6% | +20.4% | -17.8% | +3.2% |
| 1Y | +24.5% | +22.3% | +2.2% | +25.3% |
| 3Y | +125.8% | +124.5% | +1.3% | +132.1% |
| 5Y | +137.8% | +54.1% | +83.7% | +142.0% |
| 10Y | +221.4% | +276.3% | -54.9% | +239.7% |
| All | +816.6% | +737.7% | +78.9% | +919.4% |
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