+91.3%
PEP vs GSK
+103.9%
-12.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +11.8% | +9.4% | +2.3% | +8.2% |
| 3M | +3.7% | +1.6% | +2.1% | +2.8% |
| 6M | -4.3% | +1.3% | -5.6% | -5.2% |
| YTD | +2.1% | +6.0% | -3.9% | -0.9% |
| 1Y | +2.5% | +9.1% | -6.6% | -1.6% |
| 3Y | -5.0% | +65.4% | -70.4% | -24.4% |
| 5Y | +2.9% | +43.0% | -40.1% | -14.3% |
| All | +91.3% | +103.9% | -12.6% | +35.9% |
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