+57.2%
PPL vs GSK
+63.2%
-6.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.4% | +1.7% | -1.2% | +0.1% |
| 30D | +5.4% | +7.0% | -1.6% | +4.3% |
| 3M | +4.3% | -2.7% | +6.9% | +4.6% |
| 6M | -1.3% | +1.4% | -2.8% | -1.7% |
| YTD | +4.7% | +5.3% | -0.7% | +3.4% |
| 1Y | +1.3% | +10.6% | -9.4% | -0.8% |
| 3Y | +57.2% | +62.6% | -5.4% | +35.0% |
| All | +57.2% | +63.2% | -6.0% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling