+1,742.6%
GSK vs PEG
+3,024.2%
-1,281.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +1.1% | +4.5% | -3.4% | -0.2% |
| 30D | +6.3% | +7.5% | -1.2% | +4.1% |
| 3M | +1.8% | +0.8% | +1.0% | +1.4% |
| 6M | +1.7% | 0.0% | +1.6% | +1.5% |
| YTD | +6.5% | -3.0% | +9.6% | +7.2% |
| 1Y | +9.5% | -4.7% | +14.2% | +10.7% |
| 3Y | +65.3% | +36.5% | +28.8% | +47.8% |
| 5Y | +43.7% | +44.4% | -0.6% | +25.2% |
| 10Y | +104.1% | +170.2% | -66.1% | +43.7% |
| All | +1,742.6% | +3,024.2% | -1,281.6% | +392.4% |
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