+77.6%
PNC vs GGLL
+328.4%
-250.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.3% | +1.9% | +0.4% | +2.1% |
| 30D | -3.8% | -9.7% | +5.9% | -2.8% |
| 3M | +7.8% | -18.0% | +25.8% | +9.4% |
| 6M | +19.7% | +15.3% | +4.4% | +15.6% |
| YTD | +19.1% | +2.2% | +16.9% | +16.4% |
| 1Y | +23.1% | +73.1% | -50.0% | +11.7% |
| 3Y | +132.1% | +242.7% | -110.6% | +81.9% |
| All | +77.6% | +328.4% | -250.8% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling