+411.1%
PWR vs GSK
+44.4%
+366.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +11.3% | +1.1% | +10.2% | +11.3% |
| 30D | -8.9% | +6.3% | -15.2% | -9.0% |
| 3M | -10.5% | +1.8% | -12.3% | -10.5% |
| 6M | -22.2% | +1.7% | -23.8% | -22.3% |
| YTD | +42.7% | +6.5% | +36.2% | +42.0% |
| 1Y | +41.1% | +9.5% | +31.6% | +40.0% |
| 3Y | +242.7% | +65.3% | +177.4% | +215.5% |
| All | +411.1% | +44.4% | +366.7% | +357.9% |
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 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