+265.3%
GME vs PEGA
+170.9%
+94.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.4% | +5.8% |
| 7D | +4.8% | -6.1% | +11.0% | +6.5% |
| 30D | +5.9% | +6.4% | -0.5% | +3.9% |
| 3M | -10.7% | +2.9% | -13.6% | -12.4% |
| 6M | -19.8% | -23.8% | +4.0% | -15.4% |
| YTD | -0.9% | -41.1% | +40.1% | +10.8% |
| 1Y | -15.7% | -38.2% | +22.5% | -7.7% |
| 3Y | +12.3% | +49.8% | -37.5% | -13.8% |
| 5Y | -60.1% | -48.0% | -12.0% | -62.7% |
| 10Y | +265.3% | +173.1% | +92.2% | +116.3% |
| All | +265.3% | +170.9% | +94.4% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling