+103.2%
GLD vs PEGA
+43.4%
+59.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.8% |
| 7D | +4.7% | -4.5% | +9.2% | +4.7% |
| 30D | -0.9% | -5.7% | +4.8% | -0.9% |
| 3M | -4.4% | +2.6% | -7.0% | -4.4% |
| 6M | -13.6% | -10.6% | -3.0% | -13.6% |
| YTD | -6.0% | -45.5% | +39.5% | -6.1% |
| 1Y | +1.8% | -44.8% | +46.5% | +1.6% |
| 3Y | +103.2% | +45.5% | +57.6% | +94.6% |
| All | +103.2% | +43.4% | +59.7% | +94.6% |
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