+199.8%
GS vs PNC
+115.6%
+84.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.1% |
| 7D | +5.9% | +3.1% | +2.8% | +3.3% |
| 30D | +4.3% | +7.6% | -3.3% | -1.6% |
| 3M | -11.7% | -8.1% | -3.5% | -5.3% |
| 6M | -3.2% | +12.6% | -15.8% | -12.4% |
| YTD | +5.8% | +15.0% | -9.2% | -6.3% |
| 1Y | +16.0% | +30.4% | -14.4% | -7.6% |
| 3Y | +199.8% | +116.1% | +83.6% | +71.9% |
| All | +199.8% | +115.6% | +84.1% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling