+380.7%
GH vs PEGA
+6.7%
+374.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -8.2% | -8.6% | +0.5% | -4.5% |
| 30D | -4.9% | -10.1% | +5.2% | -0.8% |
| 3M | -6.2% | -4.7% | -1.5% | -5.8% |
| 6M | +60.0% | -8.0% | +68.0% | +59.8% |
| YTD | +51.5% | -47.1% | +98.7% | +92.0% |
| 1Y | +58.4% | -47.5% | +105.9% | +100.1% |
| 3Y | +617.2% | +40.2% | +577.0% | +339.8% |
| 5Y | +47.0% | -45.7% | +92.8% | +57.6% |
| All | +380.7% | +6.7% | +374.0% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling