+24.4%
PNC vs GSK
+21.8%
+2.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | -3.5% | +3.0% | -0.2% |
| 30D | -4.4% | -3.4% | -0.9% | -4.1% |
| 3M | +5.2% | -8.1% | +13.4% | +6.2% |
| 6M | +20.6% | -11.1% | +31.8% | +21.9% |
| YTD | +19.8% | +0.7% | +19.0% | +22.1% |
| 1Y | +24.4% | +20.1% | +4.3% | +28.4% |
| All | +24.4% | +21.8% | +2.6% | +28.4% |
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