+436.6%
GE vs PEGA
-46.5%
+483.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.2% |
| 7D | -1.6% | +3.3% | -4.9% | -2.0% |
| 30D | -11.6% | +17.7% | -29.3% | -13.8% |
| 3M | +3.0% | +5.8% | -2.8% | +1.5% |
| 6M | -0.5% | -20.3% | +19.7% | +2.1% |
| YTD | +9.7% | -37.1% | +46.9% | +16.2% |
| 1Y | +20.0% | -30.2% | +50.2% | +24.1% |
| 3Y | +275.8% | +48.1% | +227.7% | +230.4% |
| All | +436.6% | -46.5% | +483.0% | +485.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling