+47.1%
GM vs PEGA
-36.0%
+83.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.7% |
| 7D | -2.4% | -3.0% | +0.6% | -2.2% |
| 30D | -1.1% | +15.9% | -17.0% | -2.3% |
| 3M | +6.1% | +10.8% | -4.7% | +4.9% |
| 6M | +15.0% | -16.5% | +31.5% | +16.8% |
| YTD | +6.0% | -39.0% | +45.0% | +13.9% |
| 1Y | +47.1% | -37.3% | +84.4% | +51.5% |
| All | +47.1% | -36.0% | +83.1% | +51.5% |
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