-0.5%
GNRC vs PEGA
-36.0%
+35.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.5% | +3.1% |
| 7D | -0.2% | -3.0% | +2.8% | -0.6% |
| 30D | -15.7% | +15.9% | -31.6% | -14.0% |
| 3M | -27.3% | +10.8% | -38.2% | -25.3% |
| 6M | -12.1% | -16.5% | +4.5% | -11.0% |
| YTD | +37.1% | -39.0% | +76.1% | +41.3% |
| 1Y | -0.5% | -37.3% | +36.8% | +3.0% |
| All | -0.5% | -36.0% | +35.6% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling