+15.5%
GEHC vs PEGA
+103.5%
-88.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | -4.0% | +3.3% | -7.3% | -4.5% |
| 30D | -2.0% | +17.7% | -19.7% | -4.6% |
| 3M | +8.0% | +5.8% | +2.2% | +6.4% |
| 6M | -12.8% | -20.3% | +7.5% | -10.7% |
| YTD | -15.9% | -37.1% | +21.2% | -11.3% |
| 1Y | -6.9% | -30.2% | +23.3% | -3.6% |
| 3Y | 0.0% | +48.1% | -48.2% | -11.2% |
| All | +15.5% | +103.5% | -88.0% | -1.1% |
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 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