-21.5%
PFE vs GSK
+43.2%
-64.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.7% | +1.7% | -5.4% | -4.3% |
| 30D | +5.0% | +7.0% | -2.1% | +2.1% |
| 3M | +12.2% | -2.7% | +14.8% | +13.2% |
| 6M | +14.6% | +1.4% | +13.2% | +13.6% |
| YTD | +24.1% | +5.3% | +18.8% | +20.5% |
| 1Y | +26.6% | +10.6% | +15.9% | +20.5% |
| 3Y | +14.3% | +62.6% | -48.3% | -7.5% |
| All | -21.5% | +43.2% | -64.7% | -30.5% |
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