+41.9%
PNC vs GTLB
-50.8%
+92.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | -0.7% | -6.6% | +5.8% | -0.1% |
| 30D | -4.4% | +13.7% | -18.1% | -5.6% |
| 3M | +4.5% | +52.9% | -48.4% | +0.2% |
| 6M | +19.1% | +88.5% | -69.4% | +11.3% |
| YTD | +18.0% | +23.4% | -5.4% | +14.5% |
| 1Y | +24.1% | -3.8% | +27.9% | +22.8% |
| 3Y | +130.0% | -11.5% | +141.5% | +123.5% |
| All | +41.9% | -50.8% | +92.8% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling