+52.3%
GM vs PEGA
-30.0%
+82.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +1.7% | +3.3% | -1.6% | +1.5% |
| 30D | -1.6% | +17.7% | -19.3% | -2.9% |
| 3M | +5.7% | +5.8% | -0.1% | +5.1% |
| 6M | +12.2% | -20.3% | +32.4% | +14.6% |
| YTD | +8.4% | -37.1% | +45.6% | +16.2% |
| 1Y | +52.3% | -30.2% | +82.5% | +57.3% |
| All | +52.3% | -30.0% | +82.3% | +57.3% |
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