+157.4%
GE vs PEGA
+92.7%
+64.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | +5.4% | -8.2% | +13.6% | +7.1% |
| 30D | +9.6% | -11.6% | +21.2% | +12.0% |
| 3M | -7.7% | -4.2% | -3.6% | -7.7% |
| 6M | +14.0% | -12.0% | +26.0% | +15.1% |
| YTD | +10.2% | -46.9% | +57.1% | +22.3% |
| 1Y | +8.9% | -47.0% | +55.9% | +20.7% |
| 3Y | +273.7% | +40.9% | +232.8% | +208.5% |
| 5Y | +410.2% | -45.4% | +455.6% | +429.1% |
| 10Y | +157.4% | +95.9% | +61.5% | +89.4% |
| All | +157.4% | +92.7% | +64.7% | +89.4% |
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