+539.8%
GFI vs PEGA
-47.2%
+586.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.8% | -3.0% |
| 7D | -5.1% | -5.3% | +0.2% | -4.8% |
| 30D | +13.4% | +8.3% | +5.1% | +12.8% |
| 3M | +36.2% | +8.9% | +27.3% | +35.2% |
| 6M | -9.8% | -19.7% | +9.9% | -8.8% |
| YTD | +7.7% | -39.9% | +47.6% | +10.7% |
| 1Y | +27.2% | -36.4% | +63.6% | +30.3% |
| 3Y | +300.3% | +52.8% | +247.5% | +269.1% |
| 5Y | +539.8% | -45.7% | +585.4% | +493.1% |
| All | +539.8% | -47.2% | +586.9% | +493.1% |
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