+3,260.6%
PEP vs GSK
+1,765.6%
+1,495.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.3% |
| 7D | +1.0% | +4.9% | -3.9% | -0.4% |
| 30D | +12.6% | +10.8% | +1.8% | +9.3% |
| 3M | +3.1% | -1.8% | +4.9% | +3.5% |
| 6M | -6.3% | +4.1% | -10.4% | -7.7% |
| YTD | +1.9% | +7.9% | -6.0% | -1.0% |
| 1Y | +3.3% | +14.4% | -11.2% | -1.3% |
| 3Y | -4.8% | +68.1% | -72.9% | -20.0% |
| 5Y | +2.0% | +47.7% | -45.6% | -12.0% |
| 10Y | +80.3% | +100.5% | -20.2% | +41.4% |
| All | +3,260.6% | +1,765.6% | +1,495.0% | +992.1% |
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