+816.6%
GLD vs PEGA
+2,154.2%
-1,337.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | +3.3% | -3.8% | -0.6% |
| 30D | +4.4% | +17.7% | -13.4% | +4.2% |
| 3M | -1.1% | +5.8% | -6.9% | -1.2% |
| 6M | -13.8% | -20.3% | +6.5% | -13.6% |
| YTD | +2.6% | -37.1% | +39.8% | +3.1% |
| 1Y | +24.5% | -30.2% | +54.7% | +24.8% |
| 3Y | +125.8% | +48.1% | +77.7% | +123.1% |
| 5Y | +137.8% | -46.8% | +184.6% | +137.0% |
| 10Y | +221.4% | +191.3% | +30.1% | +212.7% |
| All | +816.6% | +2,154.2% | -1,337.6% | +723.2% |
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 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