+514.9%
GEV vs PEGA
-0.6%
+515.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | +3.7% | +0.1% | +3.7% | +3.7% |
| 30D | -14.7% | -4.1% | -10.5% | -14.4% |
| 3M | -23.4% | -2.8% | -20.6% | -23.8% |
| 6M | -24.3% | -0.4% | -23.9% | -25.9% |
| YTD | +23.2% | -45.4% | +68.6% | +41.2% |
| 1Y | +44.2% | -42.6% | +86.9% | +62.3% |
| All | +514.9% | -0.6% | +515.4% | +484.2% |
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 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