+100.0%
PBR vs GSK
+48.7%
+51.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +0.3% | -3.6% | +3.9% | +0.6% |
| 30D | +17.5% | -5.9% | +23.5% | +18.0% |
| 3M | +20.9% | -4.3% | +25.2% | +21.1% |
| 6M | +20.2% | -10.8% | +31.0% | +21.0% |
| YTD | +84.3% | +1.8% | +82.5% | +81.8% |
| 1Y | +77.1% | +23.5% | +53.6% | +70.0% |
| All | +100.0% | +48.7% | +51.3% | +85.3% |
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