+393.9%
GH vs PEGA
+21.3%
+372.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -3.2% |
| 7D | -1.2% | -5.3% | +4.1% | +1.1% |
| 30D | -3.7% | +8.3% | -12.0% | -7.9% |
| 3M | +21.7% | +8.9% | +12.7% | +14.0% |
| 6M | +75.7% | -19.7% | +95.5% | +88.3% |
| YTD | +55.7% | -39.9% | +95.6% | +87.8% |
| 1Y | +181.1% | -36.4% | +217.5% | +223.1% |
| 3Y | +371.6% | +52.8% | +318.8% | +182.3% |
| 5Y | +23.2% | -45.7% | +68.9% | +36.1% |
| All | +393.9% | +21.3% | +372.6% | +165.4% |
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