+307.7%
GLW vs PEGA
+43.4%
+264.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +2.7% |
| 7D | -13.9% | -4.5% | -9.4% | -13.9% |
| 30D | -35.0% | -5.7% | -29.3% | -34.9% |
| 3M | -32.4% | +2.6% | -34.9% | -32.7% |
| 6M | -41.3% | -10.6% | -30.8% | -41.1% |
| YTD | +21.8% | -45.5% | +67.3% | +28.8% |
| 1Y | +21.8% | -44.8% | +66.6% | +28.6% |
| 3Y | +307.7% | +45.5% | +262.1% | +281.0% |
| All | +307.7% | +43.4% | +264.2% | +281.0% |
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