+656.6%
GFI vs PEGA
+1,154.6%
-498.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.7% | -0.3% |
| 7D | +5.7% | -2.4% | +8.1% | +5.7% |
| 30D | +15.6% | +9.6% | +6.0% | +15.2% |
| 3M | +31.5% | +2.3% | +29.2% | +31.3% |
| 6M | -3.7% | -23.9% | +20.2% | -3.1% |
| YTD | +11.2% | -39.8% | +51.0% | +12.6% |
| 1Y | +36.4% | -37.4% | +73.8% | +37.9% |
| 3Y | +313.5% | +53.1% | +260.4% | +303.2% |
| 5Y | +528.0% | -47.2% | +575.2% | +525.5% |
| 10Y | +1,021.4% | +174.3% | +847.1% | +962.2% |
| All | +656.6% | +1,154.6% | -498.0% | +610.6% |
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