-21.0%
PCG vs GSK
+63.2%
-84.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.6% | +1.7% | -3.2% | -2.0% |
| 30D | +1.4% | +7.0% | -5.6% | -0.3% |
| 3M | -23.4% | -2.7% | -20.7% | -23.0% |
| 6M | -19.4% | +1.4% | -20.8% | -19.9% |
| YTD | -18.5% | +5.3% | -23.8% | -19.8% |
| 1Y | -19.5% | +10.6% | -30.2% | -21.7% |
| 3Y | -21.0% | +62.6% | -83.6% | -30.8% |
| All | -21.0% | +63.2% | -84.2% | -30.8% |
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