+642.6%
GS vs PNC
+272.2%
+370.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.6% |
| 7D | +3.4% | +2.3% | +1.1% | +1.7% |
| 30D | +0.2% | -3.8% | +4.0% | +3.1% |
| 3M | -0.3% | +7.8% | -8.1% | -6.0% |
| 6M | +27.4% | +19.7% | +7.7% | +11.1% |
| YTD | +19.6% | +19.1% | +0.5% | +4.6% |
| 1Y | +42.5% | +23.1% | +19.3% | +21.2% |
| 3Y | +240.4% | +132.1% | +108.3% | +81.4% |
| 5Y | +188.9% | +52.2% | +136.7% | +104.2% |
| 10Y | +642.6% | +271.4% | +371.2% | +127.1% |
| All | +642.6% | +272.2% | +370.4% | +127.1% |
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