+618.3%
GIS vs PEGA
+1,209.2%
-590.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -7.8% | +3.3% | -11.1% | -7.9% |
| 30D | +6.6% | +17.7% | -11.2% | +6.1% |
| 3M | +21.0% | +5.8% | +15.2% | +20.7% |
| 6M | -9.1% | -20.3% | +11.2% | -8.7% |
| YTD | -13.6% | -37.1% | +23.5% | -12.9% |
| 1Y | -18.0% | -30.2% | +12.2% | -17.6% |
| 3Y | -33.7% | +48.1% | -81.8% | -35.0% |
| 5Y | -19.4% | -46.8% | +27.4% | -19.5% |
| 10Y | -21.3% | +191.3% | -212.6% | -25.3% |
| All | +618.3% | +1,209.2% | -590.9% | +540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling