+76.8%
GSK vs PTC
+204.7%
-127.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -2.0% |
| 7D | -4.2% | -12.8% | +8.6% | -2.6% |
| 30D | -7.5% | -9.8% | +2.3% | -6.4% |
| 3M | -3.3% | -2.1% | -1.2% | -3.4% |
| 6M | -9.3% | -18.1% | +8.8% | -7.5% |
| YTD | +1.6% | -23.5% | +25.1% | +4.4% |
| 1Y | +25.5% | -37.4% | +62.8% | +32.3% |
| 3Y | +49.3% | -7.2% | +56.5% | +47.1% |
| 5Y | +46.7% | +2.7% | +44.0% | +40.4% |
| 10Y | +76.8% | +203.4% | -126.6% | +33.1% |
| All | +76.8% | +204.7% | -127.9% | +33.1% |
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