+49.3%
GSK vs PFGC
+63.1%
-13.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.6% |
| 7D | -4.2% | -2.4% | -1.8% | -4.0% |
| 30D | -7.5% | -15.8% | +8.2% | -6.3% |
| 3M | -3.3% | -0.6% | -2.7% | -3.0% |
| 6M | -9.3% | +10.7% | -20.0% | -9.7% |
| YTD | +1.6% | +7.6% | -6.0% | +1.0% |
| 1Y | +25.5% | -7.8% | +33.3% | +26.0% |
| 3Y | +49.3% | +63.7% | -14.5% | +40.4% |
| All | +49.3% | +63.1% | -13.8% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling