+102.3%
GLD vs PEGA
+41.6%
+60.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -2.0% | -8.6% | +6.7% | -2.0% |
| 30D | -4.4% | -10.1% | +5.6% | -4.5% |
| 3M | -8.9% | -4.7% | -4.2% | -8.9% |
| 6M | -16.0% | -8.0% | -8.0% | -16.0% |
| YTD | -7.9% | -47.1% | +39.3% | -8.0% |
| 1Y | -3.9% | -47.5% | +43.6% | -4.0% |
| All | +102.3% | +41.6% | +60.7% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling