+239.5%
GM vs PEGA
+358.3%
-118.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +3.6% | -4.1% | +7.7% | +4.3% |
| 3M | -0.2% | -2.8% | +2.6% | -0.1% |
| 6M | +13.9% | -0.4% | +14.4% | +12.1% |
| YTD | +6.5% | -45.4% | +51.8% | +20.1% |
| 1Y | +20.7% | -42.6% | +63.3% | +34.2% |
| 3Y | +229.5% | +45.4% | +184.1% | +163.5% |
| 5Y | +41.5% | -44.6% | +86.1% | +41.3% |
| 10Y | +204.8% | +91.2% | +113.6% | +111.6% |
| All | +239.5% | +358.3% | -118.7% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling