-2.4%
GLD vs PEGA
-46.9%
+44.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.7% |
| 7D | +2.8% | -8.2% | +11.0% | +2.7% |
| 30D | -4.0% | -11.6% | +7.6% | -4.1% |
| 3M | -8.2% | -4.2% | -4.1% | -8.2% |
| 6M | -14.8% | -12.0% | -2.9% | -14.9% |
| YTD | -6.8% | -46.9% | +40.1% | -6.1% |
| 1Y | -2.4% | -47.0% | +44.6% | -1.4% |
| All | -2.4% | -46.9% | +44.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling