+142.5%
GLD vs PEGA
-46.5%
+189.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | +3.3% | -3.8% | -0.5% |
| 30D | +4.4% | +17.7% | -13.4% | +4.3% |
| 3M | -1.1% | +5.8% | -6.9% | -1.1% |
| 6M | -13.8% | -20.3% | +6.5% | -13.7% |
| YTD | +2.6% | -37.1% | +39.8% | +2.9% |
| 1Y | +24.5% | -30.2% | +54.7% | +24.7% |
| 3Y | +125.8% | +48.1% | +77.7% | +122.6% |
| All | +142.5% | -46.5% | +189.0% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling