+2,494.6%
GPN vs PNC
+653.5%
+1,841.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | +3.1% | -4.4% | +7.6% | +4.8% |
| 3M | +42.3% | +5.3% | +37.0% | +39.7% |
| 6M | +20.9% | +19.6% | +1.3% | +13.2% |
| YTD | +15.2% | +19.1% | -3.9% | +7.9% |
| 1Y | +5.4% | +24.3% | -18.9% | -2.8% |
| 3Y | -27.4% | +132.2% | -159.6% | -46.3% |
| 5Y | -44.2% | +52.3% | -96.5% | -52.2% |
| 10Y | +27.4% | +274.8% | -247.5% | -18.6% |
| All | +2,494.6% | +653.5% | +1,841.1% | +954.7% |
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