-22.8%
GIS vs PEGA
-47.9%
+25.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.6% |
| 7D | -8.3% | -2.4% | -5.9% | -8.3% |
| 30D | +2.2% | +9.6% | -7.5% | +2.2% |
| 3M | +15.7% | +2.3% | +13.4% | +15.5% |
| 6M | -12.0% | -23.9% | +11.9% | -12.5% |
| YTD | -15.0% | -39.8% | +24.8% | -15.7% |
| 1Y | -20.1% | -37.4% | +17.3% | -20.7% |
| 3Y | -34.6% | +53.1% | -87.8% | -34.6% |
| 5Y | -22.8% | -47.2% | +24.4% | -22.9% |
| All | -22.8% | -47.9% | +25.1% | -22.9% |
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 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