+229.5%
GM vs PEGA
+46.3%
+183.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +3.6% | -4.1% | +7.7% | +3.9% |
| 3M | -0.2% | -2.8% | +2.6% | -0.1% |
| 6M | +13.9% | -0.4% | +14.4% | +13.2% |
| YTD | +6.5% | -45.4% | +51.8% | +13.7% |
| 1Y | +20.7% | -42.6% | +63.3% | +27.8% |
| 3Y | +229.5% | +45.4% | +184.1% | +212.2% |
| All | +229.5% | +46.3% | +183.1% | +212.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling