+97.2%
GD vs PEGA
-46.5%
+143.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -5.3% | +3.3% | -8.5% | -5.5% |
| 30D | -6.4% | +17.7% | -24.2% | -7.5% |
| 3M | +5.7% | +5.8% | -0.1% | +5.0% |
| 6M | -0.9% | -20.3% | +19.3% | +0.3% |
| YTD | +8.2% | -37.1% | +45.3% | +11.1% |
| 1Y | +13.4% | -30.2% | +43.6% | +15.4% |
| 3Y | +68.5% | +48.1% | +20.4% | +60.9% |
| All | +97.2% | -46.5% | +143.7% | +110.7% |
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