-29.3%
GFS vs PEGA
-46.7%
+17.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | -5.3% | -8.2% | +2.9% | -3.6% |
| 30D | -15.8% | -11.6% | -4.2% | -13.8% |
| 3M | -18.6% | -4.2% | -14.5% | -18.9% |
| 6M | -45.0% | -12.0% | -33.0% | -44.7% |
| YTD | +16.8% | -46.9% | +63.7% | +32.3% |
| 1Y | +17.8% | -47.0% | +64.8% | +33.4% |
| 3Y | -21.5% | +40.9% | -62.4% | -38.6% |
| 5Y | -29.3% | -45.4% | +16.0% | -19.9% |
| All | -29.3% | -46.7% | +17.4% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling