+62.6%
GSK vs PENG
+184.4%
-121.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.5% | 0.0% |
| 7D | +1.7% | -19.4% | +21.1% | +1.5% |
| 30D | +7.0% | -42.4% | +49.4% | +6.6% |
| 3M | -2.7% | -25.6% | +23.0% | -3.0% |
| 6M | +1.4% | +7.3% | -5.9% | -0.3% |
| YTD | +5.3% | +113.9% | -108.5% | +1.1% |
| 1Y | +10.6% | +93.6% | -82.9% | +6.3% |
| 3Y | +62.6% | +170.2% | -107.6% | +55.0% |
| All | +62.6% | +184.4% | -121.8% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling