+83.8%
GSK vs PENG
+661.7%
-577.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.8% | +2.0% |
| 7D | +4.9% | -3.8% | +8.7% | +4.8% |
| 30D | +10.8% | -40.1% | +50.9% | +12.9% |
| 3M | -1.8% | -21.8% | +20.0% | -1.6% |
| 6M | +4.1% | +3.3% | +0.8% | +1.3% |
| YTD | +7.9% | +133.6% | -125.8% | -0.9% |
| 1Y | +14.4% | +110.7% | -96.3% | +5.7% |
| 3Y | +68.1% | +204.3% | -136.2% | +47.6% |
| 5Y | +47.7% | +54.4% | -6.7% | +32.5% |
| All | +83.8% | +661.7% | -577.9% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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