+23.2%
GSK vs PTC
-37.6%
+60.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -2.7% |
| 7D | -4.2% | -12.8% | +8.6% | -4.4% |
| 30D | -7.5% | -9.8% | +2.3% | -7.6% |
| 3M | -3.3% | -2.1% | -1.2% | -3.4% |
| 6M | -9.3% | -18.1% | +8.8% | -9.4% |
| YTD | +1.6% | -23.5% | +25.1% | +1.3% |
| All | +23.2% | -37.6% | +60.8% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling