+703.7%
PNC vs GRMN
+6,622.3%
-5,918.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | -3.8% | -11.3% | +7.5% | 0.0% |
| 3M | +7.8% | +17.7% | -9.9% | +1.3% |
| 6M | +19.7% | +14.2% | +5.5% | +13.3% |
| YTD | +19.1% | +37.0% | -17.9% | +5.6% |
| 1Y | +23.1% | +17.0% | +6.1% | +14.6% |
| 3Y | +132.1% | +183.2% | -51.1% | +56.7% |
| 5Y | +52.2% | +77.3% | -25.0% | +18.7% |
| 10Y | +271.4% | +630.9% | -359.5% | +86.7% |
| All | +703.7% | +6,622.3% | -5,918.6% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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