-17.0%
GEHC vs PEGA
-38.8%
+21.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.0% |
| 7D | -7.6% | -6.1% | -1.5% | -6.6% |
| 30D | -10.7% | +6.4% | -17.0% | -11.7% |
| 3M | -1.2% | +2.9% | -4.1% | -2.6% |
| 6M | -13.7% | -23.8% | +10.1% | -12.5% |
| YTD | -20.4% | -41.1% | +20.6% | -15.8% |
| 1Y | -17.0% | -38.2% | +21.2% | -13.1% |
| All | -17.0% | -38.8% | +21.8% | -13.1% |
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