+905.1%
GE vs PEGA
+1,209.2%
-304.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.2% |
| 3M | +3.0% | +5.8% | -2.8% | +1.8% |
| 6M | -0.5% | -20.3% | +19.7% | +1.1% |
| YTD | +9.7% | -37.1% | +46.9% | +13.8% |
| 1Y | +20.0% | -30.2% | +50.2% | +22.7% |
| 3Y | +275.8% | +48.1% | +227.7% | +247.5% |
| 5Y | +429.1% | -46.8% | +475.9% | +431.0% |
| 10Y | +151.2% | +191.3% | -40.1% | +112.5% |
| All | +905.1% | +1,209.2% | -304.1% | +528.4% |
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