+174.0%
GD vs PEGA
+92.7%
+81.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -1.9% | -8.2% | +6.3% | -0.8% |
| 30D | +10.9% | -11.6% | +22.5% | +12.6% |
| 3M | -6.8% | -4.2% | -2.6% | -6.6% |
| 6M | +7.0% | -12.0% | +19.0% | +7.9% |
| YTD | +11.1% | -46.9% | +58.0% | +19.6% |
| 1Y | +7.0% | -47.0% | +54.0% | +15.1% |
| 3Y | +59.9% | +40.9% | +19.0% | +40.9% |
| 5Y | +102.5% | -45.4% | +147.8% | +113.5% |
| 10Y | +174.0% | +95.9% | +78.1% | +109.0% |
| All | +174.0% | +92.7% | +81.3% | +109.0% |
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