+18.6%
GLXY vs PEGA
-27.0%
+45.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +3.7% |
| 7D | +15.5% | -2.4% | +17.8% | +16.1% |
| 30D | +34.1% | +9.6% | +24.5% | +30.9% |
| 3M | -11.3% | +2.3% | -13.7% | -11.8% |
| 6M | +31.6% | -23.9% | +55.5% | +46.5% |
| YTD | +21.0% | -39.8% | +60.7% | +37.2% |
| 1Y | +11.7% | -37.4% | +49.1% | +26.6% |
| All | +18.6% | -27.0% | +45.7% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling