+96.7%
GD vs PEGA
-43.7%
+140.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.2% |
| 7D | -3.9% | -1.6% | -2.3% | -3.8% |
| 30D | +8.1% | -3.0% | +11.0% | +8.2% |
| 3M | -6.8% | +5.8% | -12.6% | -7.3% |
| 6M | +3.0% | -8.8% | +11.8% | +3.2% |
| YTD | +7.8% | -43.5% | +51.3% | +11.4% |
| 1Y | +5.8% | -43.4% | +49.2% | +9.3% |
| 3Y | +55.3% | +48.6% | +6.7% | +48.3% |
| 5Y | +96.7% | -43.3% | +140.0% | +100.7% |
| All | +96.7% | -43.7% | +140.4% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling