+50.9%
PNC vs GFI
+524.1%
-473.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | -0.6% | -4.9% | +4.3% | -0.5% |
| 30D | -4.4% | +10.7% | -15.1% | -4.6% |
| 3M | +5.2% | +25.6% | -20.4% | +4.7% |
| 6M | +20.6% | -8.3% | +28.9% | +20.6% |
| YTD | +19.8% | +6.3% | +13.5% | +19.3% |
| 1Y | +24.4% | +22.1% | +2.4% | +23.5% |
| 3Y | +131.2% | +289.2% | -157.9% | +120.7% |
| All | +50.9% | +524.1% | -473.2% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling