+865.2%
GE vs PEGA
+1,036.4%
-171.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +3.1% |
| 7D | +7.1% | -4.5% | +11.6% | +7.6% |
| 30D | +6.5% | -5.7% | +12.1% | +7.0% |
| 3M | -13.6% | +2.7% | -16.2% | -14.1% |
| 6M | +6.0% | -10.5% | +16.5% | +6.4% |
| YTD | +5.4% | -45.4% | +50.8% | +10.7% |
| 1Y | +6.5% | -44.7% | +51.2% | +11.6% |
| 3Y | +268.6% | +45.7% | +222.9% | +241.1% |
| 5Y | +389.0% | -45.3% | +434.3% | +389.0% |
| 10Y | +163.3% | +102.6% | +60.8% | +130.5% |
| All | +865.2% | +1,036.4% | -171.2% | +511.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling