+240.0%
GM vs PNC
+585.9%
-345.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.9% | +2.1% |
| 7D | -1.1% | -0.9% | -0.2% | -0.4% |
| 30D | -3.4% | -4.4% | +1.0% | -0.4% |
| 3M | +8.7% | +5.3% | +3.4% | +4.3% |
| 6M | +15.4% | +19.6% | -4.2% | +1.0% |
| YTD | +6.6% | +19.1% | -12.5% | -6.7% |
| 1Y | +51.5% | +24.3% | +27.2% | +28.3% |
| 3Y | +169.3% | +132.2% | +37.2% | +42.8% |
| 5Y | +81.6% | +52.3% | +29.2% | +28.8% |
| 10Y | +240.7% | +274.8% | -34.1% | +21.5% |
| All | +240.0% | +585.9% | -345.9% | -23.3% |
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