-75.2%
PCG vs GSK
+76.8%
-151.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.6% |
| 7D | +5.4% | -4.2% | +9.6% | +7.0% |
| 30D | -15.1% | -7.5% | -7.6% | -12.8% |
| 3M | -9.8% | -3.3% | -6.5% | -9.0% |
| 6M | -18.0% | -9.3% | -8.7% | -15.5% |
| YTD | -7.2% | +1.6% | -8.8% | -8.4% |
| 1Y | +2.9% | +25.5% | -22.6% | -6.5% |
| 3Y | -11.1% | +49.3% | -60.4% | -26.4% |
| 5Y | +61.8% | +46.7% | +15.1% | +31.9% |
| 10Y | -75.2% | +76.8% | -152.0% | -80.3% |
| All | -75.2% | +76.8% | -151.9% | -80.3% |
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