+60.1%
GSK vs PCOR
-10.0%
+70.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.6% | +23.7% | -20.1% | +2.9% |
| 30D | +8.2% | +39.0% | -30.8% | +7.1% |
| 3M | -1.2% | +35.8% | -36.9% | -2.1% |
| 6M | +1.9% | +38.2% | -36.3% | +0.8% |
| YTD | +5.5% | +3.9% | +1.6% | +5.1% |
| 1Y | +11.8% | +5.7% | +6.1% | +11.3% |
| 3Y | +64.5% | +44.8% | +19.7% | +60.9% |
| 5Y | +41.9% | -19.8% | +61.7% | +38.8% |
| All | +60.1% | -10.0% | +70.1% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling