+562.0%
GLW vs PEGA
+94.5%
+467.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.9% | +7.5% |
| 7D | +1.4% | -8.6% | +10.1% | +3.2% |
| 30D | -18.2% | -10.1% | -8.1% | -16.6% |
| 3M | -24.2% | -4.7% | -19.4% | -24.5% |
| 6M | -41.7% | -8.0% | -33.8% | -42.3% |
| YTD | +38.3% | -47.1% | +85.4% | +54.0% |
| 1Y | +38.2% | -47.5% | +85.7% | +54.2% |
| 3Y | +363.4% | +40.2% | +323.1% | +258.7% |
| 5Y | +254.6% | -45.7% | +300.3% | +267.0% |
| 10Y | +562.0% | +85.1% | +476.9% | +288.4% |
| All | +562.0% | +94.5% | +467.5% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling