+131.2%
PNC vs GWRE
+50.1%
+81.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -0.6% | -13.2% | +12.7% | +0.2% |
| 30D | -4.4% | -18.6% | +14.2% | -3.6% |
| 3M | +5.2% | +18.9% | -13.7% | +3.3% |
| 6M | +20.6% | -11.0% | +31.6% | +20.5% |
| YTD | +19.8% | -29.9% | +49.7% | +22.9% |
| 1Y | +24.4% | -44.3% | +68.8% | +31.8% |
| 3Y | +131.2% | +51.7% | +79.6% | +91.7% |
| All | +131.2% | +50.1% | +81.2% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling