+205.6%
GLD vs PEGA
+94.9%
+110.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -2.8% |
| 7D | -5.5% | -4.6% | -0.9% | -5.5% |
| 30D | -7.0% | -6.8% | -0.2% | -7.0% |
| 3M | -12.4% | +2.6% | -14.9% | -12.4% |
| 6M | -18.0% | -5.4% | -12.7% | -18.0% |
| YTD | -10.5% | -46.0% | +35.6% | -10.0% |
| 1Y | -8.1% | -45.6% | +37.6% | -7.6% |
| 3Y | +97.7% | +43.2% | +54.5% | +94.6% |
| 5Y | +103.4% | -45.3% | +148.7% | +101.3% |
| All | +205.6% | +94.9% | +110.7% | +210.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling