+131.2%
PNC vs GDDY
+30.8%
+100.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.3% |
| 7D | -0.6% | -3.2% | +2.6% | -0.2% |
| 30D | -4.4% | +6.8% | -11.2% | -5.3% |
| 3M | +5.2% | +30.5% | -25.2% | +0.7% |
| 6M | +20.6% | +13.3% | +7.3% | +17.3% |
| YTD | +19.8% | -21.0% | +40.7% | +25.3% |
| 1Y | +24.4% | -34.0% | +58.4% | +35.8% |
| 3Y | +131.2% | +33.1% | +98.2% | +98.8% |
| All | +131.2% | +30.8% | +100.5% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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