+8.2%
GD vs PEGA
-44.4%
+52.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +3.0% | -2.9% | +5.8% | +3.1% |
| 30D | +10.5% | -0.5% | +11.0% | +10.5% |
| 3M | -5.0% | +8.5% | -13.5% | -5.5% |
| 6M | +5.5% | -6.3% | +11.8% | +5.9% |
| YTD | +10.3% | -42.2% | +52.5% | +14.0% |
| 1Y | +8.2% | -43.4% | +51.6% | +12.9% |
| All | +8.2% | -44.4% | +52.6% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling