+284.1%
GE vs PEGA
+55.9%
+228.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.2% |
| 7D | -1.6% | +3.3% | -4.9% | -1.9% |
| 30D | -11.6% | +17.7% | -29.3% | -13.3% |
| 3M | +3.0% | +5.8% | -2.8% | +2.0% |
| 6M | -0.5% | -20.3% | +19.7% | +1.9% |
| YTD | +9.7% | -37.1% | +46.9% | +15.7% |
| 1Y | +20.0% | -30.2% | +50.2% | +23.8% |
| All | +284.1% | +55.9% | +228.2% | +250.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling