+63.7%
GSK vs PCOR
-9.0%
+72.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.4% |
| 7D | +4.9% | +22.2% | -17.3% | +4.2% |
| 30D | +10.8% | +36.0% | -25.2% | +9.8% |
| 3M | -1.8% | +34.0% | -35.8% | -2.7% |
| 6M | +4.1% | +43.5% | -39.4% | +2.9% |
| YTD | +7.9% | +5.1% | +2.8% | +7.4% |
| 1Y | +14.4% | -3.9% | +18.4% | +14.2% |
| 3Y | +68.1% | +52.9% | +15.2% | +64.1% |
| 5Y | +47.7% | -18.7% | +66.3% | +44.4% |
| All | +63.7% | -9.0% | +72.7% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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