+109.5%
GILD vs PR
+174.3%
-64.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -4.8% | +1.8% | -6.6% | -4.9% |
| 30D | +5.8% | +10.9% | -5.1% | +5.5% |
| 3M | +14.9% | +24.5% | -9.6% | +14.4% |
| 6M | -0.4% | +25.0% | -25.3% | -0.9% |
| YTD | +18.5% | +72.4% | -53.8% | +17.0% |
| 1Y | +25.1% | +77.2% | -52.1% | +23.4% |
| 3Y | +105.9% | +90.5% | +15.4% | +102.2% |
| 5Y | +143.0% | +423.5% | -280.5% | +133.0% |
| 10Y | +162.4% | +87.5% | +74.9% | +179.0% |
| All | +109.5% | +174.3% | -64.8% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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