+121.2%
GSK vs PFGC
+419.1%
-297.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -1.8% | -2.2% | +0.4% | -1.6% |
| 30D | -2.2% | -11.9% | +9.8% | -1.1% |
| 3M | -1.8% | +5.0% | -6.8% | -2.2% |
| 6M | -10.6% | +8.6% | -19.2% | -11.3% |
| YTD | +4.4% | +9.7% | -5.3% | +3.3% |
| 1Y | +30.4% | -6.3% | +36.7% | +30.7% |
| 3Y | +60.1% | +58.2% | +1.9% | +52.4% |
| 5Y | +46.8% | +110.4% | -63.6% | +35.1% |
| 10Y | +79.2% | +272.8% | -193.5% | +57.0% |
| All | +121.2% | +419.1% | -297.9% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling