+1.7%
GEN vs PEGA
-35.6%
+37.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.4% | -1.4% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | +2.6% | +9.6% | -7.0% | -0.4% |
| 3M | +15.8% | +2.3% | +13.5% | +13.7% |
| 6M | +33.1% | -23.9% | +57.0% | +40.1% |
| YTD | +11.3% | -39.8% | +51.1% | +20.1% |
| 1Y | +1.7% | -37.4% | +39.1% | +9.2% |
| All | +1.7% | -35.6% | +37.2% | +9.2% |
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