+584.1%
GSK vs PEGA
+1,005.9%
-421.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +5.2% | -8.2% | +13.4% | +5.7% |
| 30D | +10.2% | -11.6% | +21.7% | +10.8% |
| 3M | -0.9% | -4.2% | +3.3% | -0.8% |
| 6M | +3.5% | -12.0% | +15.5% | +3.8% |
| YTD | +7.2% | -46.9% | +54.1% | +10.1% |
| 1Y | +12.0% | -47.0% | +59.0% | +15.0% |
| 3Y | +67.3% | +40.9% | +26.5% | +60.6% |
| 5Y | +45.3% | -45.4% | +90.6% | +44.6% |
| 10Y | +101.8% | +95.9% | +5.8% | +86.1% |
| All | +584.1% | +1,005.9% | -421.8% | +418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling