-50.7%
GFS vs PEGA
-9.1%
-41.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.3% | -7.6% | -10.6% |
| 7D | -20.7% | -1.6% | -19.1% | -21.1% |
| 30D | -25.2% | -3.0% | -22.3% | -25.8% |
| 3M | -26.3% | +5.8% | -32.1% | -24.5% |
| 6M | -50.7% | -8.8% | -41.9% | -47.5% |
| All | -50.7% | -9.1% | -41.6% | -47.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling