+151.5%
GE vs PEGA
+175.4%
-23.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.2% |
| 7D | +1.2% | -2.4% | +3.6% | +1.6% |
| 30D | -9.5% | +9.6% | -19.1% | -11.4% |
| 3M | +4.1% | +2.3% | +1.8% | +2.6% |
| 6M | +3.9% | -23.9% | +27.8% | +8.4% |
| YTD | +9.0% | -39.8% | +48.8% | +18.4% |
| 1Y | +21.9% | -37.4% | +59.3% | +30.4% |
| 3Y | +281.8% | +53.1% | +228.7% | +212.7% |
| 5Y | +436.7% | -47.2% | +484.0% | +472.2% |
| 10Y | +151.5% | +174.3% | -22.8% | +70.7% |
| All | +151.5% | +175.4% | -23.8% | +70.7% |
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