+165.2%
GD vs PEGA
+97.3%
+67.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +8.6% | -4.1% | +12.7% | +9.1% |
| 3M | -7.1% | -2.8% | -4.2% | -7.0% |
| 6M | +7.5% | -0.4% | +7.9% | +6.5% |
| YTD | +9.9% | -45.4% | +55.3% | +17.8% |
| 1Y | +7.6% | -42.6% | +50.2% | +14.3% |
| 3Y | +56.2% | +45.4% | +10.8% | +37.0% |
| 5Y | +100.6% | -44.6% | +145.2% | +111.7% |
| All | +165.2% | +97.3% | +67.9% | +103.9% |
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 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