+478.5%
GS vs PNC
+227.4%
+251.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.0% | +2.7% |
| 7D | +0.8% | -0.2% | +1.0% | +1.1% |
| 30D | +1.2% | +6.5% | -5.3% | -3.3% |
| 3M | -12.4% | -7.6% | -4.8% | -7.0% |
| 6M | -2.3% | +8.5% | -10.8% | -8.3% |
| YTD | +4.6% | +14.5% | -9.9% | -5.6% |
| 1Y | +17.5% | +29.7% | -12.2% | -3.4% |
| 3Y | +202.0% | +115.7% | +86.4% | +71.2% |
| 5Y | +152.4% | +34.6% | +117.7% | +96.9% |
| 10Y | +478.5% | +217.8% | +260.7% | +110.8% |
| All | +478.5% | +227.4% | +251.1% | +110.8% |
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