+158.8%
PGR vs GSK
+47.2%
+111.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.6% | -3.5% | +2.9% | 0.0% |
| 30D | +4.9% | -3.4% | +8.4% | +5.6% |
| 3M | +7.6% | -8.1% | +15.8% | +9.2% |
| 6M | +8.3% | -11.1% | +19.4% | +10.2% |
| YTD | +1.7% | +0.7% | +1.0% | +1.0% |
| 1Y | -6.8% | +20.1% | -27.0% | -10.8% |
| 3Y | +73.4% | +46.1% | +27.3% | +58.1% |
| All | +158.8% | +47.2% | +111.6% | +130.2% |
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 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