-60.1%
GME vs PEGA
-48.2%
-11.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.4% | +5.9% |
| 7D | +4.8% | -6.1% | +11.0% | +6.8% |
| 30D | +5.9% | +6.4% | -0.5% | +3.5% |
| 3M | -10.7% | +2.9% | -13.6% | -12.8% |
| 6M | -19.8% | -23.8% | +4.0% | -14.4% |
| YTD | -0.9% | -41.1% | +40.1% | +13.7% |
| 1Y | -15.7% | -38.2% | +22.5% | -5.9% |
| 3Y | +12.3% | +49.8% | -37.5% | -24.5% |
| 5Y | -60.1% | -48.0% | -12.0% | -49.5% |
| All | -60.1% | -48.2% | -11.9% | -49.5% |
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