-20.0%
PCG vs GSK
+65.0%
-85.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.0% | +0.5% | -2.4% | -2.1% |
| 30D | -2.7% | +9.4% | -12.1% | -4.8% |
| 3M | -25.1% | +1.6% | -26.7% | -25.5% |
| 6M | -22.3% | +1.3% | -23.6% | -22.7% |
| YTD | -18.5% | +6.0% | -24.5% | -19.9% |
| 1Y | -21.8% | +9.1% | -30.9% | -23.7% |
| All | -20.0% | +65.0% | -85.0% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling