+272.7%
PNC vs GSK
+80.1%
+192.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | -3.5% | +3.0% | +0.6% |
| 30D | -4.4% | -3.4% | -0.9% | -3.4% |
| 3M | +5.2% | -8.1% | +13.4% | +7.9% |
| 6M | +20.6% | -11.1% | +31.8% | +24.9% |
| YTD | +19.8% | +0.7% | +19.0% | +18.4% |
| 1Y | +24.4% | +20.1% | +4.3% | +14.8% |
| 3Y | +131.2% | +46.1% | +85.1% | +91.2% |
| 5Y | +53.1% | +48.2% | +4.9% | +22.2% |
| All | +272.7% | +80.1% | +192.6% | +175.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling