+1,705.8%
GSK vs PEG
+2,907.1%
-1,201.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | -2.2% | -2.4% | +0.3% | -1.5% |
| 3M | -1.8% | -4.8% | +3.0% | -0.4% |
| 6M | -10.6% | -10.7% | +0.1% | -7.7% |
| YTD | +4.4% | -6.7% | +11.1% | +6.3% |
| 1Y | +30.4% | -6.8% | +37.3% | +32.6% |
| 3Y | +60.1% | +34.5% | +25.6% | +43.8% |
| 5Y | +46.8% | +35.8% | +11.0% | +30.3% |
| 10Y | +79.2% | +141.7% | -62.5% | +30.3% |
| All | +1,705.8% | +2,907.1% | -1,201.2% | +388.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling