+210.6%
PWR vs GSK
+53.4%
+157.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.1% | +2.2% |
| 7D | +4.5% | -4.2% | +8.7% | +4.4% |
| 30D | -4.9% | -7.5% | +2.6% | -5.1% |
| 3M | -7.9% | -3.3% | -4.6% | -8.1% |
| 6M | +18.3% | -9.3% | +27.7% | +18.1% |
| YTD | +51.5% | +1.6% | +49.9% | +52.0% |
| 1Y | +70.3% | +25.5% | +44.8% | +72.1% |
| 3Y | +210.6% | +49.3% | +161.3% | +211.3% |
| All | +210.6% | +53.4% | +157.2% | +211.3% |
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