+27.2%
GFS vs PEGA
-44.6%
+71.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.5% |
| 7D | +7.4% | +0.1% | +7.3% | +7.5% |
| 30D | -15.3% | -4.1% | -11.1% | -15.8% |
| 3M | -21.1% | -2.8% | -18.3% | -21.2% |
| 6M | -44.5% | -0.4% | -44.0% | -43.1% |
| YTD | +19.2% | -45.4% | +64.6% | +27.0% |
| 1Y | +27.2% | -42.6% | +69.9% | +32.4% |
| All | +27.2% | -44.6% | +71.8% | +32.4% |
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