+13.1%
GSK vs PFGC
+12.5%
+0.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +13.5% | -8.5% | +2.8% |
| 7D | +4.9% | +13.9% | -8.9% | +2.6% |
| 30D | +9.9% | +18.4% | -8.5% | +7.0% |
| 3M | +0.2% | -2.5% | +2.7% | -0.3% |
| 6M | +2.3% | +26.0% | -23.7% | +0.4% |
| YTD | +7.1% | +21.9% | -14.8% | +3.7% |
| 1Y | +13.1% | +13.4% | -0.3% | +9.9% |
| All | +13.1% | +12.5% | +0.6% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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