+50.9%
PNC vs GAP
+8.7%
+42.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.1% |
| 7D | -0.6% | -4.1% | +3.5% | +0.3% |
| 30D | -4.4% | +6.2% | -10.6% | -5.8% |
| 3M | +5.2% | -0.7% | +5.9% | +4.8% |
| 6M | +20.6% | -7.1% | +27.8% | +21.0% |
| YTD | +19.8% | -14.1% | +33.8% | +21.7% |
| 1Y | +24.4% | -8.5% | +32.9% | +24.2% |
| 3Y | +131.2% | +115.4% | +15.9% | +78.2% |
| All | +50.9% | +8.7% | +42.2% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling