+6.5%
GAP vs PEGA
-47.0%
+53.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.4% |
| 7D | 0.0% | -10.0% | +10.0% | +2.6% |
| 30D | -4.3% | -12.7% | +8.4% | -1.2% |
| 3M | +9.4% | -4.6% | +14.0% | +10.0% |
| 6M | -3.3% | -13.1% | +9.8% | -1.5% |
| YTD | -10.5% | -47.6% | +37.0% | +2.4% |
| 1Y | -2.4% | -47.0% | +44.6% | +11.2% |
| 3Y | +80.1% | +42.0% | +38.1% | +40.7% |
| 5Y | +6.5% | -47.8% | +54.3% | +8.8% |
| All | +6.5% | -47.0% | +53.4% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling