+181.1%
GH vs PEGA
-37.1%
+218.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.5% |
| 7D | -1.2% | -5.3% | +4.1% | -0.6% |
| 30D | -3.7% | +8.3% | -12.0% | -4.8% |
| 3M | +21.7% | +8.9% | +12.7% | +19.7% |
| 6M | +75.7% | -19.7% | +95.5% | +80.5% |
| YTD | +55.7% | -39.9% | +95.6% | +61.1% |
| 1Y | +181.1% | -36.4% | +217.5% | +191.1% |
| All | +181.1% | -37.1% | +218.3% | +191.1% |
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