+1,657.0%
GSK vs PNR
+3,553.7%
-1,896.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.2% |
| 7D | -4.2% | -3.0% | -1.2% | -3.6% |
| 30D | -7.5% | -14.9% | +7.4% | -4.6% |
| 3M | -3.3% | -19.0% | +15.8% | +0.4% |
| 6M | -9.3% | -35.9% | +26.6% | -1.7% |
| YTD | +1.6% | -43.1% | +44.7% | +12.5% |
| 1Y | +25.5% | -46.4% | +71.9% | +40.5% |
| 3Y | +49.3% | -10.8% | +60.1% | +48.8% |
| 5Y | +46.7% | -18.9% | +65.5% | +46.5% |
| 10Y | +76.8% | +64.4% | +12.4% | +48.2% |
| All | +1,657.0% | +3,553.7% | -1,896.8% | +703.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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