+56.9%
GNRC vs PEGA
+52.0%
+4.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.5% | -2.8% |
| 7D | -0.7% | -5.3% | +4.6% | -0.3% |
| 30D | -15.8% | +8.3% | -24.1% | -16.6% |
| 3M | -24.0% | +8.9% | -32.9% | -24.9% |
| 6M | -13.8% | -19.7% | +5.9% | -11.6% |
| YTD | +33.2% | -39.9% | +73.1% | +42.8% |
| 1Y | -1.8% | -36.4% | +34.6% | +3.7% |
| All | +56.9% | +52.0% | +4.9% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling