+285.9%
PCAR vs GSK
+103.9%
+182.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | -1.2% | +9.4% | -10.6% | -3.9% |
| 3M | -18.6% | +1.6% | -20.2% | -19.2% |
| 6M | -5.1% | +1.3% | -6.4% | -5.9% |
| YTD | -1.8% | +6.0% | -7.8% | -4.3% |
| 1Y | +10.6% | +9.1% | +1.6% | +6.8% |
| 3Y | +34.9% | +65.4% | -30.5% | +10.4% |
| 5Y | +114.0% | +43.0% | +71.0% | +81.9% |
| All | +285.9% | +103.9% | +182.0% | +185.1% |
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