+627.7%
GEV vs PEGA
+7.3%
+620.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.7% |
| 7D | +3.2% | -6.1% | +9.3% | +4.4% |
| 30D | -4.0% | +6.4% | -10.4% | -5.4% |
| 3M | +3.4% | +2.9% | +0.5% | +2.1% |
| 6M | +14.7% | -23.8% | +38.5% | +21.4% |
| YTD | +45.8% | -41.1% | +86.8% | +66.1% |
| 1Y | +57.4% | -38.2% | +95.6% | +74.9% |
| All | +627.7% | +7.3% | +620.4% | +587.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling