+105.7%
PCG vs GSK
+1,705.8%
-1,600.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.4% | +2.9% |
| 7D | -13.9% | -1.8% | -12.0% | -13.4% |
| 30D | -16.9% | -2.2% | -14.7% | -16.4% |
| 3M | -14.7% | -1.8% | -12.9% | -14.4% |
| 6M | -23.8% | -10.6% | -13.2% | -21.7% |
| YTD | -10.5% | +4.4% | -14.9% | -11.8% |
| 1Y | -5.1% | +30.4% | -35.5% | -12.0% |
| 3Y | -11.6% | +60.1% | -71.7% | -23.3% |
| 5Y | +59.0% | +46.8% | +12.2% | +39.8% |
| 10Y | -75.7% | +79.2% | -155.0% | -79.7% |
| All | +105.7% | +1,705.8% | -1,600.1% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling