-30.1%
GDDY vs PEGA
-30.0%
-0.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.9% |
| 7D | +3.7% | +3.3% | +0.4% | +2.4% |
| 30D | +10.4% | +17.7% | -7.4% | +3.4% |
| 3M | +19.4% | +5.8% | +13.6% | +14.9% |
| 6M | +14.3% | -20.3% | +34.5% | +19.4% |
| YTD | -18.4% | -37.1% | +18.8% | -10.9% |
| 1Y | -30.1% | -30.2% | +0.1% | -27.7% |
| All | -30.1% | -30.0% | -0.1% | -27.7% |
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 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