+294.0%
PCAR vs GSK
+103.4%
+190.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | -4.6% | +7.0% | -11.6% | -6.6% |
| 3M | -22.6% | -2.7% | -19.9% | -22.1% |
| 6M | -12.0% | +1.4% | -13.4% | -12.8% |
| YTD | -6.1% | +5.3% | -11.4% | -8.4% |
| 1Y | +6.3% | +10.6% | -4.3% | +2.1% |
| 3Y | +31.8% | +62.6% | -30.8% | +8.4% |
| 5Y | +104.2% | +41.7% | +62.5% | +74.0% |
| All | +294.0% | +103.4% | +190.6% | +187.0% |
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 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