+100.5%
GSK vs PTC
+326.2%
-225.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +4.9% | +0.8% | +4.1% | +4.8% |
| 30D | +10.8% | +0.7% | +10.1% | +10.8% |
| 3M | -1.8% | +32.6% | -34.4% | -5.3% |
| 6M | +4.1% | +33.6% | -29.5% | 0.0% |
| YTD | +7.9% | +12.4% | -4.6% | +5.7% |
| 1Y | +14.4% | +11.2% | +3.2% | +12.2% |
| 3Y | +68.1% | +31.7% | +36.4% | +58.7% |
| 5Y | +47.7% | +60.1% | -12.4% | +33.8% |
| 10Y | +100.5% | +317.2% | -216.7% | +53.4% |
| All | +100.5% | +326.2% | -225.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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