+47.3%
GH vs PEGA
-47.0%
+94.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.9% | +9.2% | +6.7% |
| 7D | -7.0% | -10.0% | +3.0% | -3.2% |
| 30D | -5.2% | -12.7% | +7.5% | -0.5% |
| 3M | -5.8% | -4.6% | -1.2% | -5.4% |
| 6M | +65.9% | -13.1% | +79.0% | +69.8% |
| YTD | +55.5% | -47.6% | +103.0% | +92.3% |
| 1Y | +64.2% | -47.0% | +111.2% | +101.2% |
| 3Y | +606.0% | +42.0% | +564.0% | +345.8% |
| 5Y | +47.3% | -47.8% | +95.1% | +73.6% |
| All | +47.3% | -47.0% | +94.3% | +73.6% |
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