+42.9%
GSK vs PEG
+41.5%
+1.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -1.1% | +1.5% | -2.5% | -1.4% |
| 30D | +7.8% | +5.0% | +2.9% | +6.6% |
| 3M | +0.3% | -0.3% | +0.6% | +0.3% |
| 6M | +3.4% | -2.7% | +6.1% | +4.0% |
| YTD | +5.9% | -5.1% | +11.0% | +7.0% |
| 1Y | +8.2% | -8.3% | +16.5% | +10.2% |
| 3Y | +65.3% | +33.0% | +32.2% | +47.6% |
| All | +42.9% | +41.5% | +1.4% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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