+410.2%
GLW vs PEGA
+49.4%
+360.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.6% | +5.7% |
| 7D | +3.8% | +3.3% | +0.5% | +3.6% |
| 30D | -1.3% | +17.7% | -19.1% | -2.2% |
| 3M | -21.8% | +5.8% | -27.6% | -21.7% |
| 6M | +6.9% | -20.3% | +27.2% | +9.8% |
| YTD | +77.2% | -37.1% | +114.3% | +87.1% |
| 1Y | +123.2% | -30.2% | +153.4% | +131.4% |
| All | +410.2% | +49.4% | +360.8% | +370.3% |
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