+104.2%
GSK vs PFGC
+346.1%
-241.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +9.4% | +16.1% | -6.7% | +8.0% |
| 3M | +1.6% | +2.4% | -0.8% | +1.3% |
| 6M | +1.3% | +15.7% | -14.4% | -0.1% |
| YTD | +6.0% | +22.3% | -16.3% | +3.9% |
| 1Y | +9.1% | +13.9% | -4.8% | +7.5% |
| 3Y | +65.4% | +80.3% | -14.9% | +55.9% |
| 5Y | +43.0% | +136.1% | -93.1% | +30.6% |
| All | +104.2% | +346.1% | -241.9% | +81.9% |
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 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