+457.2%
GS vs PNC
+214.2%
+243.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.6% | +0.8% | +0.7% | +1.1% |
| 30D | +1.7% | +6.5% | -4.8% | -2.8% |
| 3M | -11.6% | -7.3% | -4.3% | -6.4% |
| 6M | -1.9% | +8.5% | -10.4% | -7.9% |
| YTD | +5.1% | +14.5% | -9.4% | -5.2% |
| 1Y | +16.4% | +29.1% | -12.7% | -4.0% |
| 3Y | +199.0% | +113.7% | +85.2% | +70.6% |
| 5Y | +157.4% | +35.7% | +121.7% | +99.6% |
| 10Y | +457.2% | +203.7% | +253.6% | +110.2% |
| All | +457.2% | +214.2% | +243.0% | +110.2% |
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