+49.2%
GSK vs PTC
+6.0%
+43.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -1.4% |
| 7D | -1.8% | -10.3% | +8.4% | -0.9% |
| 30D | -2.2% | +1.1% | -3.3% | -2.3% |
| 3M | -1.8% | +1.6% | -3.4% | -2.2% |
| 6M | -10.6% | -13.5% | +2.9% | -9.5% |
| YTD | +4.4% | -19.1% | +23.5% | +6.4% |
| 1Y | +30.4% | -33.9% | +64.3% | +36.1% |
| 3Y | +60.1% | -3.9% | +64.0% | +56.0% |
| All | +49.2% | +6.0% | +43.2% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling