+1,032.6%
GME vs PEGA
+3,047.2%
-2,014.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +7.2% | +3.3% | +3.9% | +6.5% |
| 30D | +0.8% | +17.7% | -17.0% | -2.7% |
| 3M | -14.0% | +5.8% | -19.8% | -15.7% |
| 6M | -19.7% | -20.3% | +0.5% | -17.1% |
| YTD | -4.6% | -37.1% | +32.6% | +2.6% |
| 1Y | -14.3% | -30.2% | +15.9% | -10.4% |
| 3Y | +4.0% | +48.1% | -44.1% | -11.7% |
| 5Y | -62.2% | -46.8% | -15.4% | -61.8% |
| 10Y | +241.4% | +191.3% | +50.0% | +141.3% |
| All | +1,032.6% | +3,047.2% | -2,014.6% | +390.3% |
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 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