+1,581.0%
GLW vs PEGA
+1,035.4%
+545.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.1% |
| 7D | -13.9% | -4.5% | -9.4% | -13.4% |
| 30D | -35.0% | -5.7% | -29.3% | -34.6% |
| 3M | -32.4% | +2.6% | -34.9% | -33.1% |
| 6M | -41.3% | -10.6% | -30.8% | -41.5% |
| YTD | +21.8% | -45.5% | +67.3% | +28.7% |
| 1Y | +21.8% | -44.8% | +66.6% | +28.5% |
| 3Y | +307.7% | +45.5% | +262.1% | +264.1% |
| 5Y | +213.7% | -45.3% | +259.0% | +210.7% |
| 10Y | +509.3% | +102.4% | +406.9% | +408.7% |
| All | +1,581.0% | +1,035.4% | +545.6% | +840.0% |
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 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