+276.9%
PCAR vs GSK
+102.9%
+174.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | 0.0% |
| 7D | +3.5% | +5.2% | -1.7% | +1.9% |
| 30D | -2.3% | +10.2% | -12.5% | -5.2% |
| 3M | -19.3% | -0.9% | -18.5% | -19.3% |
| 6M | -7.1% | +3.5% | -10.6% | -8.5% |
| YTD | -2.8% | +7.2% | -10.0% | -5.7% |
| 1Y | +9.3% | +12.0% | -2.7% | +4.6% |
| 3Y | +33.5% | +67.3% | -33.8% | +8.9% |
| 5Y | +112.6% | +45.3% | +67.4% | +79.7% |
| 10Y | +276.9% | +101.8% | +175.2% | +176.5% |
| All | +276.9% | +102.9% | +174.0% | +176.5% |
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