-24.9%
GFS vs PEGA
+43.4%
-68.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +6.6% |
| 7D | -7.8% | -4.5% | -3.3% | -7.3% |
| 30D | -19.7% | -5.7% | -14.0% | -19.2% |
| 3M | -23.1% | +2.6% | -25.7% | -24.0% |
| 6M | -46.4% | -10.6% | -35.8% | -46.1% |
| YTD | +11.0% | -45.5% | +56.5% | +22.9% |
| 1Y | +12.6% | -44.8% | +57.4% | +24.2% |
| 3Y | -24.9% | +45.5% | -70.5% | -39.8% |
| All | -24.9% | +43.4% | -68.4% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling