+359.1%
PCAR vs GSK
+76.8%
+282.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.9% |
| 7D | 0.0% | -4.2% | +4.2% | +1.4% |
| 30D | -7.7% | -7.5% | -0.2% | -5.5% |
| 3M | +3.7% | -3.3% | +7.0% | +4.5% |
| 6M | +2.3% | -9.3% | +11.6% | +5.1% |
| YTD | +12.8% | +1.6% | +11.2% | +11.4% |
| 1Y | +27.8% | +25.5% | +2.3% | +17.4% |
| 3Y | +61.8% | +49.3% | +12.5% | +37.0% |
| 5Y | +168.2% | +46.7% | +121.5% | +123.8% |
| 10Y | +359.1% | +76.8% | +282.3% | +253.3% |
| All | +359.1% | +76.8% | +282.3% | +253.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling