+23.2%
GSK vs PEGA
-37.5%
+60.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.7% |
| 7D | -4.2% | -2.4% | -1.8% | -4.2% |
| 30D | -7.5% | +9.6% | -17.1% | -7.5% |
| 3M | -3.3% | +2.3% | -5.6% | -3.7% |
| 6M | -9.3% | -23.9% | +14.6% | -10.3% |
| YTD | +1.6% | -39.8% | +41.4% | +1.0% |
| All | +23.2% | -37.5% | +60.7% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling