+17.5%
GFS vs PEGA
-47.6%
+65.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.8% | +4.1% |
| 7D | -3.1% | -10.0% | +6.8% | -5.0% |
| 30D | -16.0% | -12.7% | -3.3% | -17.9% |
| 3M | -24.7% | -4.6% | -20.1% | -25.0% |
| 6M | -45.1% | -13.1% | -32.0% | -44.6% |
| YTD | +16.5% | -47.6% | +64.0% | +25.4% |
| All | +17.5% | -47.6% | +65.0% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling