+81.9%
GSK vs PEGA
+170.9%
-89.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.3% |
| 7D | -3.6% | -6.1% | +2.5% | -3.2% |
| 30D | -5.9% | +6.4% | -12.3% | -6.4% |
| 3M | -4.3% | +2.9% | -7.2% | -4.7% |
| 6M | -10.8% | -23.8% | +13.0% | -9.5% |
| YTD | +1.8% | -41.1% | +42.8% | +5.1% |
| 1Y | +23.5% | -38.2% | +61.7% | +26.6% |
| 3Y | +49.5% | +49.8% | -0.3% | +38.1% |
| 5Y | +49.7% | -48.0% | +97.7% | +56.8% |
| 10Y | +81.9% | +173.1% | -91.2% | +50.7% |
| All | +81.9% | +170.9% | -89.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling