+31.8%
PNC vs GSK
+14.9%
+16.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.3% | +1.0% |
| 7D | +2.3% | +4.9% | -2.7% | +1.5% |
| 30D | +7.0% | +9.9% | -2.9% | +5.3% |
| 3M | -7.3% | +0.2% | -7.5% | -7.3% |
| 6M | +8.9% | +2.3% | +6.6% | +8.2% |
| YTD | +15.5% | +7.1% | +8.5% | +16.6% |
| 1Y | +31.8% | +13.1% | +18.7% | +32.9% |
| All | +31.8% | +14.9% | +16.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling