+70.6%
PNC vs GGLL
+195.8%
-125.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.4% |
| 7D | -0.2% | +6.3% | -6.5% | -0.8% |
| 30D | +6.5% | -35.1% | +41.6% | +10.7% |
| 3M | -7.6% | -37.7% | +30.1% | -3.7% |
| 6M | +8.5% | -54.1% | +62.6% | +16.2% |
| YTD | +14.5% | -29.4% | +43.9% | +15.4% |
| 1Y | +29.7% | -13.4% | +43.1% | +27.0% |
| 3Y | +115.7% | +158.3% | -42.7% | +72.3% |
| All | +70.6% | +195.8% | -125.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling