+29.6%
GAP vs PEGA
+170.9%
-141.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.9% |
| 7D | -3.2% | -6.1% | +3.0% | -1.2% |
| 30D | -0.7% | +6.4% | -7.1% | -2.9% |
| 3M | -0.5% | +2.9% | -3.4% | -2.6% |
| 6M | -5.0% | -23.8% | +18.9% | +1.3% |
| YTD | -14.7% | -41.1% | +26.4% | -2.2% |
| 1Y | -8.6% | -38.2% | +29.6% | +2.0% |
| 3Y | +108.4% | +49.8% | +58.5% | +51.8% |
| 5Y | +5.8% | -48.0% | +53.8% | +14.2% |
| 10Y | +29.6% | +173.1% | -143.5% | +4.2% |
| All | +29.6% | +170.9% | -141.2% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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