+87.3%
PCG vs GSK
+1,721.8%
-1,634.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -23.4% | -2.7% | -20.7% | -23.1% |
| 6M | -19.4% | +1.4% | -20.8% | -20.0% |
| YTD | -18.5% | +5.3% | -23.8% | -20.1% |
| 1Y | -19.5% | +10.6% | -30.2% | -22.2% |
| 3Y | -21.0% | +62.6% | -83.6% | -31.8% |
| 5Y | +13.7% | +41.7% | -27.9% | +0.7% |
| 10Y | -77.2% | +104.7% | -181.9% | -81.5% |
| All | +87.3% | +1,721.8% | -1,634.4% | -2.8% |
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 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