-20.8%
GIS vs PEGA
+180.6%
-201.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.1% |
| 7D | -8.4% | -5.3% | -3.1% | -8.3% |
| 30D | -5.2% | +8.3% | -13.5% | -5.4% |
| 3M | +8.2% | +8.9% | -0.8% | +7.8% |
| 6M | -12.0% | -19.7% | +7.7% | -11.9% |
| YTD | -18.9% | -39.9% | +21.0% | -18.4% |
| 1Y | -23.6% | -36.4% | +12.8% | -23.3% |
| 3Y | -37.6% | +52.8% | -90.4% | -39.4% |
| 5Y | -25.2% | -45.7% | +20.5% | -23.5% |
| All | -20.8% | +180.6% | -201.4% | -30.0% |
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