+15.7%
GEHC vs PEGA
-44.4%
+60.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +13.2% | -2.9% | +16.0% | +13.7% |
| 30D | +30.6% | -0.5% | +31.1% | +30.6% |
| 3M | +22.2% | +8.5% | +13.7% | +20.0% |
| 6M | +40.8% | -6.3% | +47.1% | +39.6% |
| YTD | +4.8% | -42.2% | +47.0% | +11.3% |
| 1Y | +15.7% | -43.4% | +59.2% | +24.2% |
| All | +15.7% | -44.4% | +60.2% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling