-34.0%
GDDY vs PEGA
-36.0%
+2.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -3.2% | -3.0% | -0.2% | -1.9% |
| 30D | +6.8% | +15.9% | -9.1% | +1.0% |
| 3M | +30.5% | +10.8% | +19.6% | +24.0% |
| 6M | +13.3% | -16.5% | +29.8% | +17.2% |
| YTD | -21.0% | -39.0% | +18.1% | -13.2% |
| 1Y | -34.0% | -37.3% | +3.3% | -28.0% |
| All | -34.0% | -36.0% | +2.0% | -28.0% |
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