+163.1%
GH vs PEGA
-30.0%
+193.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -0.1% | +3.3% | -3.3% | -0.5% |
| 30D | -1.1% | +17.7% | -18.8% | -3.4% |
| 3M | +21.3% | +5.8% | +15.5% | +20.2% |
| 6M | +73.5% | -20.3% | +93.8% | +77.8% |
| YTD | +58.0% | -37.1% | +95.2% | +62.0% |
| 1Y | +163.1% | -30.2% | +193.3% | +170.3% |
| All | +163.1% | -30.0% | +193.1% | +170.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling