+1,632.9%
PBR vs GSK
+179.8%
+1,453.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +5.1% |
| 7D | +2.5% | -4.2% | +6.6% | +5.0% |
| 30D | +19.4% | -7.5% | +26.9% | +24.7% |
| 3M | +20.8% | -3.3% | +24.1% | +22.1% |
| 6M | +23.5% | -9.3% | +32.8% | +28.5% |
| YTD | +83.4% | +1.6% | +81.8% | +76.1% |
| 1Y | +77.6% | +25.5% | +52.1% | +47.9% |
| 3Y | +99.9% | +49.3% | +50.6% | +41.3% |
| 5Y | +567.7% | +46.7% | +521.1% | +356.7% |
| 10Y | +621.5% | +76.8% | +544.7% | +338.0% |
| All | +1,632.9% | +179.8% | +1,453.0% | +654.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling