+12.0%
GEHC vs PEGA
+95.0%
-83.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.1% | -2.4% |
| 7D | -5.2% | -2.4% | -2.8% | -4.8% |
| 30D | -7.0% | +9.6% | -16.6% | -8.4% |
| 3M | +3.3% | +2.3% | +1.0% | +2.4% |
| 6M | -10.0% | -23.9% | +13.9% | -7.2% |
| YTD | -18.5% | -39.8% | +21.3% | -13.4% |
| 1Y | -14.4% | -37.4% | +23.0% | -9.9% |
| 3Y | +3.4% | +53.1% | -49.7% | -8.2% |
| All | +12.0% | +95.0% | -83.0% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling