+149.0%
GEN vs PEGA
+175.4%
-26.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.4% | -1.9% |
| 7D | -0.7% | -2.4% | +1.7% | -0.2% |
| 30D | +2.6% | +9.6% | -7.0% | +0.7% |
| 3M | +15.8% | +2.3% | +13.5% | +14.7% |
| 6M | +33.1% | -23.9% | +57.0% | +39.5% |
| YTD | +11.3% | -39.8% | +51.1% | +21.2% |
| 1Y | +1.7% | -37.4% | +39.1% | +9.4% |
| 3Y | +58.1% | +53.1% | +5.0% | +36.6% |
| 5Y | +20.6% | -47.2% | +67.9% | +28.6% |
| 10Y | +149.0% | +174.3% | -25.4% | +71.0% |
| All | +149.0% | +175.4% | -26.4% | +71.0% |
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