-36.4%
GLXY vs PEGA
-36.5%
+0.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.9% | +10.1% | +7.0% |
| 7D | -0.5% | -10.0% | +9.4% | +1.4% |
| 30D | -28.6% | -12.7% | -15.9% | -26.9% |
| 3M | -28.1% | -4.6% | -23.5% | -28.1% |
| 6M | -52.0% | -13.1% | -38.9% | -50.7% |
| YTD | -35.1% | -47.6% | +12.5% | -24.7% |
| 1Y | -54.0% | -47.0% | -7.0% | -46.5% |
| All | -36.4% | -36.5% | +0.1% | -30.1% |
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