+5.5%
GD vs PEGA
-47.6%
+53.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +2.5% |
| 7D | -3.0% | -10.0% | +6.9% | -2.5% |
| 30D | +9.3% | -12.7% | +22.0% | +10.0% |
| 3M | -7.2% | -4.6% | -2.6% | -7.1% |
| 6M | +5.5% | -13.1% | +18.5% | +6.1% |
| YTD | +9.5% | -47.6% | +57.1% | +13.3% |
| All | +5.5% | -47.6% | +53.0% | +9.1% |
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 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