+9.3%
PCG vs GSK
+44.4%
-35.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | +2.2% | +1.1% | +1.0% | +1.9% |
| 30D | +0.8% | +6.3% | -5.6% | -0.8% |
| 3M | -23.8% | +1.8% | -25.6% | -24.3% |
| 6M | -19.6% | +1.7% | -21.3% | -20.2% |
| YTD | -16.7% | +6.5% | -23.3% | -18.4% |
| 1Y | -19.4% | +9.5% | -28.9% | -21.6% |
| 3Y | -18.3% | +65.3% | -83.6% | -29.8% |
| All | +9.3% | +44.4% | -35.1% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling