+2,487.0%
GPN vs PNC
+657.4%
+1,829.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | -0.3% | -4.4% | +4.1% | +1.4% |
| 3M | +35.4% | +5.2% | +30.2% | +32.9% |
| 6M | +21.7% | +20.6% | +1.0% | +13.5% |
| YTD | +14.9% | +19.8% | -4.9% | +7.4% |
| 1Y | +3.2% | +24.4% | -21.2% | -4.9% |
| 3Y | -27.1% | +131.2% | -158.4% | -46.1% |
| 5Y | -44.4% | +53.1% | -97.5% | -52.5% |
| 10Y | +27.0% | +276.8% | -249.8% | -19.0% |
| All | +2,487.0% | +657.4% | +1,829.6% | +949.6% |
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