+79.1%
PEP vs GSK
+80.2%
-1.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.7% | -3.6% | +1.9% | -0.4% |
| 30D | +0.3% | -5.9% | +6.2% | +2.4% |
| 3M | -3.2% | -4.3% | +1.0% | -2.0% |
| 6M | -13.6% | -10.8% | -2.8% | -10.4% |
| YTD | -1.9% | +1.8% | -3.6% | -3.2% |
| 1Y | -0.6% | +23.5% | -24.1% | -9.1% |
| 3Y | -13.6% | +49.5% | -63.1% | -28.2% |
| 5Y | +3.2% | +49.7% | -46.4% | -16.4% |
| 10Y | +79.1% | +81.9% | -2.9% | +32.7% |
| All | +79.1% | +80.2% | -1.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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