+200.1%
GDDY vs PEGA
+184.6%
+15.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | -3.2% | -3.0% | -0.2% | -2.1% |
| 30D | +6.8% | +15.9% | -9.1% | +1.7% |
| 3M | +30.5% | +10.8% | +19.6% | +25.3% |
| 6M | +13.3% | -16.5% | +29.8% | +19.4% |
| YTD | -21.0% | -39.0% | +18.1% | -8.2% |
| 1Y | -34.0% | -37.3% | +3.3% | -24.7% |
| 3Y | +33.1% | +59.2% | -26.1% | -1.5% |
| 5Y | +30.3% | -44.9% | +75.2% | +47.7% |
| All | +200.1% | +184.6% | +15.4% | +91.6% |
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