+3,979.8%
PNC vs GAP
+2,253.0%
+1,726.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.3% | +1.7% | +0.6% | +1.9% |
| 30D | -3.8% | +9.3% | -13.2% | -6.3% |
| 3M | +7.8% | +6.1% | +1.7% | +5.5% |
| 6M | +19.7% | -2.3% | +22.0% | +18.6% |
| YTD | +19.1% | -10.6% | +29.7% | +20.1% |
| 1Y | +23.1% | -4.4% | +27.6% | +21.4% |
| 3Y | +132.1% | +118.3% | +13.8% | +71.3% |
| 5Y | +52.2% | +12.2% | +40.0% | +25.1% |
| 10Y | +271.4% | +33.7% | +237.7% | +153.4% |
| All | +3,979.8% | +2,253.0% | +1,726.8% | +1,023.4% |
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