-37.6%
GIS vs PEGA
+54.2%
-91.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -6.4% | -3.0% | -3.4% | -6.4% |
| 30D | -6.1% | +15.9% | -22.0% | -6.2% |
| 3M | +7.8% | +10.8% | -3.0% | +7.6% |
| 6M | -8.8% | -16.5% | +7.7% | -9.5% |
| YTD | -19.1% | -39.0% | +19.9% | -20.1% |
| 1Y | -24.8% | -37.3% | +12.5% | -25.6% |
| 3Y | -37.6% | +59.2% | -96.7% | -37.9% |
| All | -37.6% | +54.2% | -91.8% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling