-16.4%
PINS vs GSK
+73.9%
-90.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -1.5% |
| 7D | -12.0% | -1.8% | -10.2% | -11.4% |
| 30D | -12.7% | -2.2% | -10.5% | -12.0% |
| 3M | -5.5% | -1.8% | -3.7% | -5.2% |
| 6M | +5.3% | -10.6% | +15.9% | +8.7% |
| YTD | -21.2% | +4.4% | -25.6% | -24.3% |
| 1Y | -45.0% | +30.4% | -75.5% | -52.4% |
| 3Y | -26.2% | +60.1% | -86.3% | -44.9% |
| 5Y | -64.0% | +46.8% | -110.7% | -72.6% |
| All | -16.4% | +73.9% | -90.3% | -40.7% |
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