-0.8%
PAAS vs GSK
+9.8%
-10.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -7.0% | +0.5% | -7.5% | -7.1% |
| 30D | -15.3% | +9.4% | -24.7% | -16.3% |
| 3M | -27.7% | +1.6% | -29.3% | -27.8% |
| 6M | -40.5% | +1.3% | -41.8% | -40.5% |
| YTD | -26.5% | +6.0% | -32.5% | -22.3% |
| 1Y | -0.8% | +9.1% | -9.8% | +7.9% |
| All | -0.8% | +9.8% | -10.6% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling