-23.6%
GIS vs PEGA
-37.1%
+13.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.1% |
| 7D | -8.4% | -5.3% | -3.1% | -8.1% |
| 30D | -5.2% | +8.3% | -13.5% | -5.6% |
| 3M | +8.2% | +8.9% | -0.8% | +6.9% |
| 6M | -12.0% | -19.7% | +7.7% | -14.1% |
| YTD | -18.9% | -39.9% | +21.0% | -21.5% |
| 1Y | -23.6% | -36.4% | +12.8% | -25.6% |
| All | -23.6% | -37.1% | +13.5% | -25.6% |
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 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