+27.7%
GEN vs PEGA
-45.3%
+73.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.8% | -2.0% |
| 7D | +2.3% | -4.5% | +6.8% | +3.1% |
| 30D | +33.1% | -5.7% | +38.7% | +34.3% |
| 3M | +6.5% | +2.7% | +3.8% | +6.0% |
| 6M | +53.8% | -10.5% | +64.3% | +56.0% |
| YTD | +11.2% | -45.4% | +56.7% | +21.0% |
| 1Y | +19.4% | -44.7% | +64.1% | +29.5% |
| 3Y | +81.0% | +45.7% | +35.4% | +64.9% |
| All | +27.7% | -45.3% | +73.0% | +38.5% |
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