+558.1%
PBR vs GSK
+48.8%
+509.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +0.3% | -3.6% | +3.9% | +0.8% |
| 30D | +17.5% | -5.9% | +23.5% | +18.4% |
| 3M | +20.9% | -4.3% | +25.2% | +21.3% |
| 6M | +20.2% | -10.8% | +31.0% | +21.7% |
| YTD | +84.3% | +1.8% | +82.5% | +81.8% |
| 1Y | +77.1% | +23.5% | +53.6% | +68.4% |
| 3Y | +100.8% | +49.5% | +51.3% | +80.7% |
| All | +558.1% | +48.8% | +509.3% | +485.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling