+572.1%
GSK vs PEGA
+1,036.4%
-464.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | 0.0% |
| 7D | +1.7% | -4.5% | +6.2% | +1.9% |
| 30D | +7.0% | -5.7% | +12.7% | +7.3% |
| 3M | -2.7% | +2.7% | -5.3% | -2.9% |
| 6M | +1.4% | -10.5% | +11.9% | +1.7% |
| YTD | +5.3% | -45.4% | +50.8% | +8.1% |
| 1Y | +10.6% | -44.7% | +55.4% | +13.4% |
| 3Y | +62.6% | +45.7% | +16.9% | +55.8% |
| 5Y | +41.7% | -45.3% | +86.9% | +41.1% |
| 10Y | +104.7% | +102.6% | +2.2% | +88.6% |
| All | +572.1% | +1,036.4% | -464.3% | +408.8% |
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