+276.4%
PNC vs GDDY
+390.3%
-113.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.1% |
| 7D | -0.6% | -3.2% | +2.6% | +0.1% |
| 30D | -4.4% | +6.8% | -11.2% | -6.2% |
| 3M | +5.2% | +30.5% | -25.2% | -2.5% |
| 6M | +20.6% | +13.3% | +7.3% | +14.7% |
| YTD | +19.8% | -21.0% | +40.7% | +23.7% |
| 1Y | +24.4% | -34.0% | +58.4% | +34.4% |
| 3Y | +131.2% | +33.1% | +98.2% | +104.4% |
| 5Y | +53.1% | +30.3% | +22.8% | +33.8% |
| 10Y | +276.8% | +205.5% | +71.2% | +174.8% |
| All | +276.4% | +390.3% | -113.9% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling