-2.4%
GFS vs PEGA
-37.3%
+34.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +1.0% | +3.3% | -2.3% | +0.3% |
| 30D | -8.6% | +17.7% | -26.3% | -12.3% |
| 3M | -46.5% | +5.8% | -52.3% | -47.9% |
| 6M | -4.8% | -20.3% | +15.4% | -0.9% |
| YTD | +29.7% | -37.1% | +66.8% | +42.6% |
| 1Y | +35.8% | -30.2% | +66.0% | +43.7% |
| 3Y | -18.3% | +48.1% | -66.4% | -35.5% |
| All | -2.4% | -37.3% | +34.8% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling