+44.1%
GSK vs PCOR
-19.6%
+63.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.7% | +22.7% | -21.1% | +1.0% |
| 30D | +7.0% | +37.5% | -30.4% | +6.0% |
| 3M | -2.7% | +35.2% | -37.8% | -3.6% |
| 6M | +1.4% | +42.2% | -40.8% | +0.3% |
| YTD | +5.3% | +3.6% | +1.8% | +4.9% |
| 1Y | +10.6% | -4.8% | +15.4% | +10.5% |
| 3Y | +62.6% | +48.3% | +14.2% | +58.7% |
| All | +44.1% | -19.6% | +63.7% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling