+16.2%
GEN vs PEGA
-46.9%
+63.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.2% |
| 7D | +1.0% | -8.2% | +9.2% | +4.1% |
| 30D | +29.1% | -11.6% | +40.6% | +34.4% |
| 3M | +2.9% | -4.2% | +7.1% | +4.2% |
| 6M | +33.6% | -12.0% | +45.6% | +37.8% |
| YTD | +12.0% | -46.9% | +58.9% | +26.7% |
| 1Y | +16.2% | -47.0% | +63.1% | +31.6% |
| All | +16.2% | -46.9% | +63.1% | +31.6% |
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