-50.0%
GME vs PEGA
-45.8%
-4.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.6% | -8.6% | +10.3% | +4.3% |
| 30D | -6.2% | -10.1% | +3.9% | -3.4% |
| 3M | +35.8% | -4.7% | +40.5% | +36.6% |
| 6M | +10.3% | -8.0% | +18.2% | +10.5% |
| YTD | +27.2% | -47.1% | +74.4% | +49.9% |
| 1Y | +19.1% | -47.5% | +66.6% | +40.1% |
| 3Y | +103.7% | +40.2% | +63.5% | +38.2% |
| 5Y | -50.0% | -45.7% | -4.2% | -41.2% |
| All | -50.0% | -45.8% | -4.1% | -41.2% |
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 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