+540.8%
GIS vs PEGA
+1,023.8%
-483.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | -8.1% | -4.6% | -3.5% | -8.0% |
| 30D | +5.3% | -6.8% | +12.1% | +5.5% |
| 3M | -10.5% | +2.6% | -13.1% | -10.6% |
| 6M | +1.8% | -5.4% | +7.2% | +1.9% |
| YTD | -22.9% | -46.0% | +23.1% | -22.0% |
| 1Y | -22.9% | -45.6% | +22.7% | -22.0% |
| 3Y | -40.5% | +43.2% | -83.7% | -41.7% |
| 5Y | -34.9% | -45.3% | +10.4% | -35.0% |
| 10Y | -19.0% | +88.9% | -107.9% | -22.3% |
| All | +540.8% | +1,023.8% | -483.0% | +473.1% |
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