+3,837.3%
PNC vs GAP
+2,131.7%
+1,705.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | +3.1% | -1.9% | +5.0% | +3.6% |
| 30D | +7.6% | -7.1% | +14.7% | +9.4% |
| 3M | -8.1% | +4.1% | -12.2% | -9.7% |
| 6M | +12.6% | +1.9% | +10.7% | +10.2% |
| YTD | +15.0% | -15.2% | +30.2% | +17.0% |
| 1Y | +30.4% | -10.6% | +41.0% | +30.7% |
| 3Y | +116.1% | +74.6% | +41.6% | +68.9% |
| 5Y | +37.5% | +3.7% | +33.8% | +15.2% |
| 10Y | +205.1% | +2.4% | +202.7% | +122.3% |
| All | +3,837.3% | +2,131.7% | +1,705.6% | +993.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling