+739.4%
GLD vs PEGA
+1,854.9%
-1,115.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.8% |
| 7D | +4.7% | -4.5% | +9.2% | +4.8% |
| 30D | -0.9% | -5.7% | +4.8% | -0.8% |
| 3M | -4.4% | +2.6% | -7.0% | -4.4% |
| 6M | -13.6% | -10.6% | -3.0% | -13.5% |
| YTD | -6.0% | -45.5% | +39.5% | -5.5% |
| 1Y | +1.8% | -44.8% | +46.5% | +2.3% |
| 3Y | +103.2% | +45.5% | +57.6% | +100.7% |
| 5Y | +119.3% | -45.3% | +164.6% | +118.4% |
| 10Y | +199.5% | +102.4% | +97.1% | +192.7% |
| All | +739.4% | +1,854.9% | -1,115.5% | +654.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling