+1,010.9%
GFI vs PEGA
+184.6%
+826.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.3% |
| 7D | -4.9% | -3.0% | -1.9% | -4.7% |
| 30D | +10.7% | +15.9% | -5.2% | +9.8% |
| 3M | +25.6% | +10.8% | +14.8% | +24.7% |
| 6M | -8.3% | -16.5% | +8.2% | -7.6% |
| YTD | +6.3% | -39.0% | +45.3% | +8.7% |
| 1Y | +22.1% | -37.3% | +59.3% | +24.6% |
| 3Y | +289.2% | +59.2% | +230.0% | +266.2% |
| 5Y | +531.7% | -44.9% | +576.5% | +505.4% |
| All | +1,010.9% | +184.6% | +826.2% | +761.9% |
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