+24.4%
GH vs PEGA
-48.2%
+72.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.9% |
| 7D | -0.2% | -6.1% | +6.0% | +2.2% |
| 30D | -2.6% | +6.4% | -9.0% | -5.6% |
| 3M | +25.1% | +2.9% | +22.2% | +21.2% |
| 6M | +78.5% | -23.8% | +102.3% | +94.0% |
| YTD | +59.4% | -41.1% | +100.4% | +89.6% |
| 1Y | +173.9% | -38.2% | +212.1% | +214.1% |
| 3Y | +382.7% | +49.8% | +332.9% | +207.5% |
| 5Y | +24.4% | -48.0% | +72.4% | +29.2% |
| All | +24.4% | -48.2% | +72.6% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling