+24.5%
PSA vs GSK
+53.4%
-29.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.7% |
| 7D | -0.4% | -4.2% | +3.8% | +0.9% |
| 30D | -8.2% | -7.5% | -0.6% | -5.9% |
| 3M | -2.1% | -3.3% | +1.1% | -1.2% |
| 6M | -0.2% | -9.3% | +9.1% | +2.6% |
| YTD | +18.5% | +1.6% | +16.9% | +17.4% |
| 1Y | +6.6% | +25.5% | -18.9% | -1.5% |
| 3Y | +24.5% | +49.3% | -24.8% | +10.5% |
| All | +24.5% | +53.4% | -29.0% | +10.5% |
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