+2,125.3%
PPL vs GSK
+1,731.5%
+393.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.7% |
| 7D | -1.0% | -1.1% | +0.1% | -0.7% |
| 30D | +3.0% | +7.8% | -4.8% | +1.1% |
| 3M | +1.1% | +0.3% | +0.8% | +0.8% |
| 6M | -0.8% | +3.4% | -4.2% | -1.9% |
| YTD | +3.5% | +5.9% | -2.5% | +1.3% |
| 1Y | -0.9% | +8.2% | -9.1% | -3.5% |
| 3Y | +54.2% | +65.3% | -11.1% | +33.7% |
| 5Y | +46.3% | +43.3% | +3.0% | +30.1% |
| 10Y | +65.0% | +102.9% | -37.8% | +35.3% |
| All | +2,125.3% | +1,731.5% | +393.7% | +1,249.4% |
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