+75.9%
PNC vs GGLL
+309.0%
-233.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.4% |
| 7D | -0.7% | -3.9% | +3.2% | -0.3% |
| 30D | -4.4% | -15.4% | +11.0% | -2.7% |
| 3M | +4.5% | -21.9% | +26.4% | +6.6% |
| 6M | +19.1% | +4.5% | +14.6% | +16.3% |
| YTD | +18.0% | -2.4% | +20.4% | +15.9% |
| 1Y | +24.1% | +57.8% | -33.7% | +13.8% |
| 3Y | +130.0% | +227.2% | -97.2% | +81.1% |
| All | +75.9% | +309.0% | -233.1% | +31.6% |
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