+435.3%
GNRC vs PEGA
+184.6%
+250.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.5% | +2.5% |
| 7D | -0.2% | -3.0% | +2.8% | +0.7% |
| 30D | -15.7% | +15.9% | -31.6% | -20.2% |
| 3M | -27.3% | +10.8% | -38.2% | -31.5% |
| 6M | -12.1% | -16.5% | +4.5% | -9.6% |
| YTD | +37.1% | -39.0% | +76.1% | +54.9% |
| 1Y | -0.5% | -37.3% | +36.8% | +10.0% |
| 3Y | +61.5% | +59.2% | +2.3% | +6.6% |
| 5Y | -58.6% | -44.9% | -13.7% | -58.2% |
| All | +435.3% | +184.6% | +250.7% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling