+81.6%
GM vs PEGA
-47.2%
+128.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.4% |
| 7D | -1.1% | -5.3% | +4.2% | 0.0% |
| 30D | -3.4% | +8.3% | -11.7% | -5.0% |
| 3M | +8.7% | +8.9% | -0.2% | +6.1% |
| 6M | +15.4% | -19.7% | +35.2% | +19.1% |
| YTD | +6.6% | -39.9% | +46.5% | +15.7% |
| 1Y | +51.5% | -36.4% | +87.9% | +61.8% |
| 3Y | +169.3% | +52.8% | +116.5% | +123.1% |
| 5Y | +81.6% | -45.7% | +127.2% | +85.1% |
| All | +81.6% | -47.2% | +128.7% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling