+3,159.9%
PEP vs GSK
+1,705.8%
+1,454.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.1% |
| 7D | -1.4% | -1.8% | +0.4% | -0.9% |
| 30D | +0.2% | -2.2% | +2.4% | +0.8% |
| 3M | -1.1% | -1.8% | +0.7% | -0.8% |
| 6M | -13.5% | -10.6% | -2.9% | -10.9% |
| YTD | -1.2% | +4.4% | -5.6% | -2.9% |
| 1Y | -1.6% | +30.4% | -32.0% | -9.6% |
| 3Y | -12.5% | +60.1% | -72.6% | -25.4% |
| 5Y | +3.0% | +46.8% | -43.8% | -10.9% |
| 10Y | +73.9% | +79.2% | -5.3% | +40.8% |
| All | +3,159.9% | +1,705.8% | +1,454.1% | +970.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling