-22.3%
PINS vs GSK
+75.4%
-97.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -2.1% | +1.7% | -3.7% | -2.6% |
| 30D | -6.6% | +7.0% | -13.7% | -8.9% |
| 3M | -18.7% | -2.7% | -16.1% | -18.2% |
| 6M | -10.4% | +1.4% | -11.8% | -11.5% |
| YTD | -26.8% | +5.3% | -32.1% | -30.0% |
| 1Y | -27.9% | +10.6% | -38.5% | -32.5% |
| 3Y | -38.7% | +62.6% | -101.3% | -54.6% |
| 5Y | -59.0% | +41.7% | -100.7% | -67.8% |
| All | -22.3% | +75.4% | -97.7% | -45.2% |
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 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