+4,002.1%
PNC vs GFI
+650.5%
+3,351.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 6M | +20.6% | -8.3% | +28.9% | +20.6% |
| YTD | +19.8% | +6.3% | +13.5% | +19.4% |
| 1Y | +24.4% | +22.1% | +2.4% | +23.7% |
| 3Y | +131.2% | +289.2% | -157.9% | +125.0% |
| 5Y | +53.1% | +531.7% | -478.6% | +47.2% |
| 10Y | +276.8% | +1,043.8% | -767.0% | +254.3% |
| All | +4,002.1% | +650.5% | +3,351.7% | +4,086.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling