+232.7%
GLW vs PEGA
-44.5%
+277.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.4% |
| 7D | +7.7% | +0.1% | +7.7% | +7.7% |
| 30D | -18.8% | -4.1% | -14.7% | -18.6% |
| 3M | -27.7% | -2.8% | -24.9% | -27.9% |
| 6M | -44.4% | -0.4% | -44.0% | -45.1% |
| YTD | +31.3% | -45.4% | +76.7% | +40.0% |
| 1Y | +40.0% | -42.6% | +82.7% | +48.1% |
| 3Y | +339.2% | +45.4% | +293.8% | +283.7% |
| All | +232.7% | -44.5% | +277.2% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling