+36.1%
PNC vs GLXY
-38.8%
+74.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.7% |
| 7D | +3.1% | +5.3% | -2.2% | +2.9% |
| 30D | +7.6% | -19.8% | +27.4% | +8.1% |
| 3M | -8.1% | -31.4% | +23.2% | -7.4% |
| 6M | +12.6% | -53.3% | +65.9% | +15.0% |
| YTD | +15.0% | -35.7% | +50.6% | +14.0% |
| 1Y | +30.4% | -47.2% | +77.6% | +30.5% |
| All | +36.1% | -38.8% | +74.9% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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