+39.3%
GEHC vs PEGA
+76.8%
-37.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +21.3% | -4.1% | +25.5% | +22.1% |
| 3M | +12.6% | -2.8% | +15.4% | +12.8% |
| 6M | +34.3% | -0.4% | +34.7% | +33.5% |
| YTD | +1.4% | -45.4% | +46.8% | +9.2% |
| 1Y | +12.5% | -42.6% | +55.1% | +20.1% |
| 3Y | +19.2% | +45.4% | -26.2% | +6.9% |
| All | +39.3% | +76.8% | -37.5% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling