+79.8%
GSK vs PENG
+520.3%
-440.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -23.0% | +21.6% | -0.4% |
| 7D | +3.6% | -36.7% | +40.2% | +5.4% |
| 30D | +8.2% | -42.0% | +50.2% | +10.3% |
| 3M | -1.2% | -33.2% | +32.0% | -0.2% |
| 6M | +1.9% | +2.1% | -0.2% | -1.2% |
| YTD | +5.5% | +90.3% | -84.8% | -2.1% |
| 1Y | +11.8% | +67.7% | -55.9% | +4.4% |
| 3Y | +64.5% | +154.2% | -89.7% | +45.5% |
| 5Y | +41.9% | +28.3% | +13.6% | +28.3% |
| All | +79.8% | +520.3% | -440.6% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling