+24.4%
PNC vs GFI
+29.3%
-4.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -0.6% | -2.7% | +2.1% | -0.5% |
| 30D | -4.4% | +13.2% | -17.6% | -4.6% |
| 3M | +5.2% | +28.5% | -23.2% | +4.5% |
| 6M | +20.6% | -6.2% | +26.8% | +20.5% |
| YTD | +19.8% | +8.7% | +11.0% | +19.2% |
| 1Y | +24.4% | +24.8% | -0.4% | +24.2% |
| All | +24.4% | +29.3% | -4.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling