-54.4%
GLXY vs PEGA
-47.6%
-6.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.9% | +10.1% | +6.9% |
| 7D | -0.5% | -10.0% | +9.4% | +1.3% |
| 30D | -28.6% | -12.7% | -15.9% | -27.0% |
| 3M | -28.1% | -4.6% | -23.5% | -28.2% |
| 6M | -52.0% | -13.1% | -38.9% | -50.1% |
| YTD | -35.1% | -47.6% | +12.5% | -24.8% |
| All | -54.4% | -47.6% | -6.8% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling