+25.2%
GFS vs PEGA
-46.7%
+72.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.1% |
| 7D | +17.2% | -4.6% | +21.8% | +16.3% |
| 30D | -8.7% | -6.8% | -1.9% | -9.7% |
| 3M | -19.7% | +2.6% | -22.2% | -19.1% |
| 6M | -40.7% | -5.4% | -35.3% | -39.6% |
| YTD | +22.5% | -46.0% | +68.6% | +32.4% |
| 1Y | +25.2% | -45.6% | +70.8% | +34.9% |
| All | +25.2% | -46.7% | +72.0% | +34.9% |
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 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