+346.6%
GAP vs PEGA
+1,005.9%
-659.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.1% | -8.2% | +8.1% | +1.0% |
| 30D | -5.4% | -11.6% | +6.1% | -4.0% |
| 3M | +2.9% | -4.2% | +7.0% | +3.2% |
| 6M | -4.4% | -12.0% | +7.6% | -3.6% |
| YTD | -11.6% | -46.9% | +35.3% | -5.5% |
| 1Y | -6.0% | -47.0% | +40.9% | +0.3% |
| 3Y | +78.0% | +40.9% | +37.1% | +63.6% |
| 5Y | +8.5% | -45.4% | +53.9% | +9.7% |
| 10Y | +8.6% | +95.9% | -87.3% | -3.5% |
| All | +346.6% | +1,005.9% | -659.3% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling