+69.6%
PBR vs GSK
+31.2%
+38.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -2.1% |
| 7D | +8.6% | -1.8% | +10.4% | +8.4% |
| 30D | +12.8% | -2.2% | +15.0% | +12.6% |
| 3M | +14.7% | -1.8% | +16.5% | +14.5% |
| 6M | +25.2% | -10.6% | +35.8% | +23.7% |
| YTD | +77.1% | +4.4% | +72.7% | +75.0% |
| 1Y | +69.6% | +30.4% | +39.1% | +72.5% |
| All | +69.6% | +31.2% | +38.3% | +72.5% |
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