+64.3%
GSK vs PENG
+222.1%
-157.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.3% | -11.6% | -1.1% |
| 7D | -1.1% | +1.9% | -2.9% | -1.0% |
| 30D | +7.8% | -37.8% | +45.6% | +7.6% |
| 3M | +0.3% | -14.1% | +14.4% | +0.1% |
| 6M | +3.4% | +13.1% | -9.7% | +2.1% |
| YTD | +5.9% | +151.8% | -145.9% | +1.9% |
| 1Y | +8.2% | +136.0% | -127.8% | +4.2% |
| All | +64.3% | +222.1% | -157.8% | +62.3% |
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