+151.5%
GGLL vs PEGA
+43.4%
+108.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +2.2% |
| 7D | +3.1% | -4.5% | +7.6% | +4.1% |
| 30D | -36.3% | -5.7% | -30.7% | -35.4% |
| 3M | -40.4% | +2.6% | -42.9% | -40.8% |
| 6M | -54.6% | -10.6% | -44.0% | -53.9% |
| YTD | -31.1% | -45.5% | +14.3% | -22.7% |
| 1Y | -19.2% | -44.8% | +25.6% | -9.6% |
| 3Y | +151.5% | +45.5% | +106.0% | +127.5% |
| All | +151.5% | +43.4% | +108.1% | +127.5% |
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 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