+381.9%
GDDY vs PEGA
+239.5%
+142.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.3% |
| 7D | -7.0% | -5.3% | -1.7% | -5.1% |
| 30D | +6.2% | +8.3% | -2.1% | +3.4% |
| 3M | +20.0% | +8.9% | +11.1% | +16.0% |
| 6M | +6.8% | -19.7% | +26.6% | +14.2% |
| YTD | -22.3% | -39.9% | +17.6% | -9.2% |
| 1Y | -33.5% | -36.4% | +2.9% | -24.5% |
| 3Y | +29.2% | +52.8% | -23.6% | -2.8% |
| 5Y | +28.1% | -45.7% | +73.7% | +43.0% |
| 10Y | +200.2% | +178.5% | +21.7% | +67.6% |
| All | +381.9% | +239.5% | +142.3% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling