+76.7%
GSK vs PFGC
+292.9%
-216.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -3.5% | -4.8% | +1.2% | -3.1% |
| 30D | -3.4% | -12.5% | +9.1% | -2.4% |
| 3M | -8.1% | -9.7% | +1.6% | -7.3% |
| 6M | -11.1% | +7.0% | -18.2% | -11.7% |
| YTD | +0.7% | +4.5% | -3.7% | +0.1% |
| 1Y | +20.1% | -11.6% | +31.7% | +21.0% |
| 3Y | +46.1% | +58.5% | -12.4% | +39.3% |
| 5Y | +48.2% | +112.6% | -64.3% | +36.9% |
| All | +76.7% | +292.9% | -216.2% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling