+12.2%
PCAR vs GSK
+14.9%
-2.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.0% | -1.0% | +2.7% |
| 7D | +3.7% | +4.9% | -1.3% | +2.3% |
| 30D | -2.9% | +9.9% | -12.8% | -5.4% |
| 3M | -21.7% | +0.2% | -21.9% | -21.9% |
| 6M | -6.6% | +2.3% | -9.0% | -7.7% |
| YTD | -2.2% | +7.1% | -9.3% | -5.8% |
| 1Y | +12.2% | +13.1% | -0.9% | +4.8% |
| All | +12.2% | +14.9% | -2.7% | +4.8% |
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