+152.0%
GE vs PEGA
+97.3%
+54.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +8.1% | -4.1% | +12.2% | +8.7% |
| 3M | -7.9% | -2.8% | -5.0% | -8.0% |
| 6M | +12.9% | -0.4% | +13.3% | +11.1% |
| YTD | +8.2% | -45.4% | +53.6% | +19.4% |
| 1Y | +9.7% | -42.6% | +52.3% | +19.5% |
| 3Y | +266.1% | +45.4% | +220.7% | +200.2% |
| 5Y | +407.4% | -44.6% | +452.0% | +425.9% |
| All | +152.0% | +97.3% | +54.6% | +87.7% |
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 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