+202.0%
GSK vs PFG
+985.4%
-783.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.1% | +2.4% | -1.2% | +0.7% |
| 30D | +6.3% | +5.9% | +0.5% | +5.2% |
| 3M | +1.8% | -0.4% | +2.3% | +1.8% |
| 6M | +1.7% | +14.8% | -13.2% | -1.0% |
| YTD | +6.5% | +31.9% | -25.4% | +1.0% |
| 1Y | +9.5% | +38.8% | -29.3% | +2.8% |
| 3Y | +65.3% | +82.4% | -17.1% | +46.0% |
| 5Y | +43.7% | +94.7% | -51.0% | +23.8% |
| 10Y | +104.1% | +187.0% | -82.9% | +55.7% |
| All | +202.0% | +985.4% | -783.3% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling