+41,953.0%
PGR vs GSK
+1,641.8%
+40,311.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | -3.4% | -5.4% | +2.0% | -1.8% |
| 30D | +1.8% | -4.6% | +6.4% | +3.3% |
| 3M | +5.9% | -5.1% | +11.0% | +7.4% |
| 6M | +4.6% | -11.4% | +16.0% | +8.0% |
| YTD | +1.1% | +0.7% | +0.3% | 0.0% |
| 1Y | -6.6% | +23.0% | -29.6% | -13.5% |
| 3Y | +74.2% | +48.0% | +26.2% | +49.6% |
| 5Y | +159.5% | +48.2% | +111.3% | +119.5% |
| 10Y | +813.4% | +80.0% | +733.4% | +617.2% |
| All | +41,953.0% | +1,641.8% | +40,311.2% | +21,283.0% |
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