+80.1%
GAP vs PEGA
+37.6%
+42.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.1% |
| 7D | 0.0% | -10.0% | +10.0% | +1.8% |
| 30D | -4.3% | -12.7% | +8.4% | -2.2% |
| 3M | +9.4% | -4.6% | +14.0% | +9.9% |
| 6M | -3.3% | -13.1% | +9.8% | -2.0% |
| YTD | -10.5% | -47.6% | +37.0% | -1.6% |
| 1Y | -2.4% | -47.0% | +44.6% | +7.0% |
| 3Y | +80.1% | +42.0% | +38.1% | +34.7% |
| All | +80.1% | +37.6% | +42.5% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling