+653.5%
PNC vs GNRC
+2,020.8%
-1,367.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.5% | +1.6% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -4.4% | -15.8% | +11.4% | -0.4% |
| 3M | +5.3% | -24.0% | +29.3% | +11.4% |
| 6M | +19.6% | -13.8% | +33.4% | +21.1% |
| YTD | +19.1% | +33.2% | -14.1% | +6.6% |
| 1Y | +24.3% | -1.8% | +26.1% | +19.3% |
| 3Y | +132.2% | +57.7% | +74.5% | +90.2% |
| 5Y | +52.3% | -59.7% | +112.1% | +66.4% |
| 10Y | +274.8% | +430.7% | -155.9% | +85.4% |
| All | +653.5% | +2,020.8% | -1,367.3% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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