+43.3%
GSK vs PFG
+99.5%
-56.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -1.1% | -2.2% | +1.2% | -0.7% |
| 30D | +7.8% | +6.4% | +1.5% | +6.6% |
| 3M | +0.3% | +2.2% | -1.9% | -0.2% |
| 6M | +3.4% | +16.3% | -12.8% | +0.5% |
| YTD | +5.9% | +33.2% | -27.3% | +0.3% |
| 1Y | +8.2% | +40.6% | -32.4% | +1.5% |
| 3Y | +65.3% | +83.3% | -18.1% | +45.4% |
| 5Y | +43.3% | +97.7% | -54.4% | +19.9% |
| All | +43.3% | +99.5% | -56.2% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling