+2,090.1%
PPL vs GSK
+1,705.8%
+384.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +2.7% | -1.8% | +4.5% | +3.1% |
| 30D | +0.5% | -2.2% | +2.6% | +0.9% |
| 3M | +0.7% | -1.8% | +2.5% | +1.0% |
| 6M | -7.6% | -10.6% | +3.0% | -5.4% |
| YTD | +1.8% | +4.4% | -2.6% | +0.2% |
| 1Y | -0.8% | +30.4% | -31.2% | -7.7% |
| 3Y | +56.9% | +60.1% | -3.2% | +37.3% |
| 5Y | +39.5% | +46.8% | -7.3% | +23.5% |
| 10Y | +55.4% | +79.2% | -23.8% | +30.9% |
| All | +2,090.1% | +1,705.8% | +384.2% | +1,234.9% |
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