+6.7%
GME vs PEGA
+48.1%
-41.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.9% |
| 7D | +0.4% | -2.4% | +2.8% | +0.7% |
| 30D | -1.4% | +9.6% | -11.0% | -2.5% |
| 3M | -15.1% | +2.3% | -17.5% | -15.7% |
| 6M | -22.5% | -23.9% | +1.4% | -20.4% |
| YTD | -5.9% | -39.8% | +33.8% | -0.9% |
| 1Y | -18.6% | -37.4% | +18.8% | -15.0% |
| 3Y | +6.7% | +53.1% | -46.5% | +1.0% |
| All | +6.7% | +48.1% | -41.4% | +1.0% |
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