+52.3%
PNC vs GSK
+47.2%
+5.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -0.9% | -5.4% | +4.5% | +0.1% |
| 30D | -4.4% | -4.6% | +0.2% | -3.7% |
| 3M | +5.3% | -5.1% | +10.4% | +6.1% |
| 6M | +19.6% | -11.4% | +31.0% | +21.9% |
| YTD | +19.1% | +0.7% | +18.4% | +18.7% |
| 1Y | +24.3% | +23.0% | +1.3% | +19.0% |
| 3Y | +132.2% | +48.0% | +84.2% | +109.0% |
| 5Y | +52.3% | +48.2% | +4.1% | +32.4% |
| All | +52.3% | +47.2% | +5.1% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling