+6,871.2%
GEN vs PEGA
+1,209.2%
+5,662.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -1.2% | +3.3% | -4.5% | -1.6% |
| 30D | +10.1% | +17.7% | -7.6% | +7.8% |
| 3M | +16.1% | +5.8% | +10.3% | +14.9% |
| 6M | +38.9% | -20.3% | +59.1% | +42.6% |
| YTD | +14.4% | -37.1% | +51.6% | +20.8% |
| 1Y | +5.9% | -30.2% | +36.1% | +9.9% |
| 3Y | +58.8% | +48.1% | +10.7% | +45.7% |
| 5Y | +24.7% | -46.8% | +71.5% | +26.3% |
| 10Y | +163.1% | +191.3% | -28.2% | +111.7% |
| All | +6,871.2% | +1,209.2% | +5,662.0% | +3,086.5% |
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 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