-17.4%
GIS vs PEGA
-44.4%
+27.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +8.5% | -2.9% | +11.3% | +8.7% |
| 30D | +15.3% | -0.5% | +15.8% | +15.4% |
| 3M | +0.9% | +8.5% | -7.6% | +0.6% |
| 6M | +7.9% | -6.3% | +14.2% | +6.1% |
| YTD | -17.6% | -42.2% | +24.6% | -23.2% |
| 1Y | -17.4% | -43.4% | +26.1% | -23.1% |
| All | -17.4% | -44.4% | +27.1% | -23.1% |
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