+183.6%
PAAS vs GSK
+63.2%
+120.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +8.4% | +1.7% | +6.7% | +8.2% |
| 30D | -7.2% | +7.0% | -14.2% | -7.8% |
| 3M | -14.0% | -2.7% | -11.4% | -13.8% |
| 6M | -26.8% | +1.4% | -28.2% | -26.9% |
| YTD | -19.8% | +5.3% | -25.1% | -20.0% |
| 1Y | +22.8% | +10.6% | +12.2% | +22.0% |
| 3Y | +183.6% | +62.6% | +121.0% | +145.9% |
| All | +183.6% | +63.2% | +120.4% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling