+1,425.7%
PBR vs GSK
+193.5%
+1,232.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | -1.0% | +1.1% | -2.2% | -1.7% |
| 30D | -29.3% | +6.3% | -35.6% | -32.2% |
| 3M | +5.5% | +1.8% | +3.7% | +3.2% |
| 6M | -2.9% | +1.7% | -4.5% | -5.7% |
| YTD | +61.5% | +6.5% | +54.9% | +49.4% |
| 1Y | +46.9% | +9.5% | +37.4% | +33.4% |
| 3Y | +66.4% | +65.3% | +1.1% | +9.7% |
| 5Y | +460.3% | +43.7% | +416.6% | +288.7% |
| 10Y | +564.6% | +104.1% | +460.5% | +263.2% |
| All | +1,425.7% | +193.5% | +1,232.2% | +539.6% |
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