+1,705.8%
GSK vs PTC
+6,346.6%
-4,640.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -1.3% |
| 7D | -1.8% | -10.3% | +8.4% | -0.8% |
| 30D | -2.2% | +1.1% | -3.3% | -2.3% |
| 3M | -1.8% | +1.6% | -3.4% | -2.3% |
| 6M | -10.6% | -13.5% | +2.9% | -9.8% |
| YTD | +4.4% | -19.1% | +23.5% | +6.0% |
| 1Y | +30.4% | -33.9% | +64.3% | +34.9% |
| 3Y | +60.1% | -3.9% | +64.0% | +58.5% |
| 5Y | +46.8% | +6.0% | +40.8% | +42.7% |
| 10Y | +79.2% | +223.7% | -144.5% | +52.7% |
| All | +1,705.8% | +6,346.6% | -4,640.8% | +635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling