+1,414.5%
GME vs PEGA
+2,601.5%
-1,187.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | +6.0% | -4.6% | +10.6% | +6.9% |
| 30D | -5.9% | -6.8% | +0.9% | -4.7% |
| 3M | +38.2% | +2.6% | +35.6% | +36.8% |
| 6M | +14.5% | -5.4% | +19.9% | +14.1% |
| YTD | +27.6% | -46.0% | +73.6% | +41.0% |
| 1Y | +19.9% | -45.6% | +65.6% | +32.0% |
| 3Y | +104.3% | +43.2% | +61.2% | +73.9% |
| 5Y | -49.3% | -45.3% | -4.0% | -49.0% |
| 10Y | +473.0% | +88.9% | +384.1% | +338.2% |
| All | +1,414.5% | +2,601.5% | -1,187.0% | +573.9% |
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