+2,344.0%
GLW vs PEGA
+1,209.2%
+1,134.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.6% | +5.8% |
| 7D | +3.8% | +3.3% | +0.5% | +3.3% |
| 30D | -1.3% | +17.7% | -19.1% | -3.8% |
| 3M | -21.8% | +5.8% | -27.6% | -23.2% |
| 6M | +6.9% | -20.3% | +27.2% | +8.5% |
| YTD | +77.2% | -37.1% | +114.3% | +84.4% |
| 1Y | +123.2% | -30.2% | +153.4% | +128.4% |
| 3Y | +400.0% | +48.1% | +351.9% | +347.5% |
| 5Y | +342.8% | -46.8% | +389.6% | +342.2% |
| 10Y | +771.4% | +191.3% | +580.1% | +597.1% |
| All | +2,344.0% | +1,209.2% | +1,134.7% | +1,246.7% |
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