+4,025.0%
PNC vs GSK
+1,705.8%
+2,319.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | +1.4% | -1.8% | +3.2% | +2.1% |
| 30D | -3.8% | -2.2% | -1.7% | -3.2% |
| 3M | +9.0% | -1.8% | +10.8% | +9.3% |
| 6M | +16.6% | -10.6% | +27.3% | +20.8% |
| YTD | +20.4% | +4.4% | +16.0% | +17.5% |
| 1Y | +22.3% | +30.4% | -8.1% | +9.5% |
| 3Y | +124.5% | +60.1% | +64.5% | +81.5% |
| 5Y | +54.1% | +46.8% | +7.3% | +26.7% |
| 10Y | +276.3% | +79.2% | +197.0% | +184.3% |
| All | +4,025.0% | +1,705.8% | +2,319.1% | +1,395.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling