+451.9%
PWR vs GSK
+47.3%
+404.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +2.7% | -3.6% | +6.2% | +2.9% |
| 30D | -5.1% | -5.9% | +0.8% | -4.8% |
| 3M | -9.4% | -4.3% | -5.1% | -9.3% |
| 6M | +10.4% | -10.8% | +21.2% | +11.3% |
| YTD | +48.6% | +1.8% | +46.9% | +47.9% |
| 1Y | +68.0% | +23.5% | +44.5% | +63.9% |
| 3Y | +204.7% | +49.5% | +155.2% | +184.3% |
| 5Y | +451.9% | +49.7% | +402.3% | +383.6% |
| All | +451.9% | +47.3% | +404.6% | +383.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling