+49.2%
GSK vs PCOR
-43.0%
+92.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.3% | -1.8% |
| 7D | -1.8% | -9.0% | +7.1% | -1.6% |
| 30D | -2.2% | +4.2% | -6.3% | -2.3% |
| 3M | -1.8% | +14.4% | -16.2% | -2.2% |
| 6M | -10.6% | +0.2% | -10.8% | -10.8% |
| YTD | +4.4% | -20.3% | +24.7% | +4.9% |
| 1Y | +30.4% | -16.1% | +46.5% | +30.6% |
| 3Y | +60.1% | -14.7% | +74.8% | +58.9% |
| All | +49.2% | -43.0% | +92.2% | +48.0% |
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