+43.3%
PNC vs GTLB
-49.8%
+93.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | -0.9% | -4.1% | +3.2% | -0.5% |
| 30D | -4.4% | +12.3% | -16.7% | -5.5% |
| 3M | +5.3% | +65.9% | -60.6% | +0.2% |
| 6M | +19.6% | +104.0% | -84.4% | +10.9% |
| YTD | +19.1% | +26.0% | -6.9% | +15.3% |
| 1Y | +24.3% | -3.5% | +27.8% | +23.1% |
| 3Y | +132.2% | -9.6% | +141.8% | +125.2% |
| All | +43.3% | -49.8% | +93.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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