+170.5%
GD vs PEGA
+94.5%
+76.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +0.6% | -8.6% | +9.3% | +1.9% |
| 30D | +9.5% | -10.1% | +19.6% | +10.9% |
| 3M | -5.8% | -4.7% | -1.1% | -5.6% |
| 6M | +7.7% | -8.0% | +15.7% | +7.9% |
| YTD | +11.1% | -47.1% | +58.2% | +19.5% |
| 1Y | +6.1% | -47.5% | +53.5% | +14.2% |
| 3Y | +59.8% | +40.2% | +19.6% | +40.9% |
| 5Y | +104.6% | -45.7% | +150.4% | +116.1% |
| 10Y | +170.5% | +85.1% | +85.5% | +109.5% |
| All | +170.5% | +94.5% | +76.1% | +109.5% |
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