+186.4%
PAAS vs GSK
+101.6%
+84.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.1% |
| 7D | +8.8% | +4.9% | +3.9% | +7.2% |
| 30D | -8.5% | +10.8% | -19.3% | -11.7% |
| 3M | -17.0% | -1.8% | -15.2% | -16.8% |
| 6M | -27.9% | +4.1% | -32.0% | -29.3% |
| YTD | -17.5% | +7.9% | -25.3% | -20.5% |
| 1Y | +22.8% | +14.4% | +8.4% | +15.5% |
| 3Y | +224.2% | +68.1% | +156.1% | +149.9% |
| 5Y | +73.6% | +47.7% | +26.0% | +40.4% |
| 10Y | +186.4% | +100.5% | +85.9% | +100.4% |
| All | +186.4% | +101.6% | +84.8% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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