+4,025.0%
PNC vs GPC
+2,341.8%
+1,683.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | +1.4% | +1.2% | +0.2% | +0.7% |
| 30D | -3.8% | +6.0% | -9.8% | -7.3% |
| 3M | +9.0% | +42.6% | -33.6% | -13.7% |
| 6M | +16.6% | +22.8% | -6.1% | +0.6% |
| YTD | +20.4% | +15.5% | +5.0% | +6.0% |
| 1Y | +22.3% | +2.0% | +20.3% | +15.8% |
| 3Y | +124.5% | -1.4% | +126.0% | +105.7% |
| 5Y | +54.1% | +30.6% | +23.5% | +15.4% |
| 10Y | +276.3% | +80.6% | +195.7% | +117.9% |
| All | +4,025.0% | +2,341.8% | +1,683.2% | +482.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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