+50.7%
GSK vs PEGA
-45.7%
+96.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.9% |
| 7D | -1.8% | +3.3% | -5.1% | -1.9% |
| 30D | -2.2% | +17.7% | -19.9% | -2.5% |
| 3M | -1.8% | +5.8% | -7.6% | -2.0% |
| 6M | -10.6% | -20.3% | +9.6% | -10.4% |
| YTD | +4.4% | -37.1% | +41.6% | +5.3% |
| 1Y | +30.4% | -30.2% | +60.6% | +31.0% |
| 3Y | +60.1% | +48.1% | +12.0% | +56.7% |
| All | +50.7% | -45.7% | +96.4% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling