-19.6%
PCG vs GSK
+14.2%
-33.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.8% |
| 7D | -1.1% | +4.9% | -6.0% | -2.1% |
| 30D | +0.1% | +10.8% | -10.8% | -2.4% |
| 3M | -24.4% | -1.8% | -22.6% | -23.9% |
| 6M | -17.7% | +4.1% | -21.8% | -18.6% |
| YTD | -17.4% | +7.9% | -25.3% | -18.8% |
| All | -19.6% | +14.2% | -33.8% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling