+23.2%
GSK vs PFG
+49.1%
-25.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.3% |
| 7D | -4.2% | +6.0% | -10.2% | -5.6% |
| 30D | -7.5% | +2.2% | -9.7% | -8.0% |
| 3M | -3.3% | +10.4% | -13.6% | -5.6% |
| 6M | -9.3% | +27.8% | -37.1% | -14.7% |
| YTD | +1.6% | +33.6% | -32.0% | -5.3% |
| All | +23.2% | +49.1% | -25.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling