-59.7%
GNRC vs PEGA
-47.2%
-12.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.5% | -3.1% |
| 7D | -0.7% | -5.3% | +4.6% | +0.6% |
| 30D | -15.8% | +8.3% | -24.1% | -18.0% |
| 3M | -24.0% | +8.9% | -32.9% | -27.1% |
| 6M | -13.8% | -19.7% | +5.9% | -10.4% |
| YTD | +33.2% | -39.9% | +73.1% | +49.6% |
| 1Y | -1.8% | -36.4% | +34.6% | +7.1% |
| 3Y | +57.7% | +52.8% | +4.9% | +9.0% |
| 5Y | -59.7% | -45.7% | -14.1% | -59.3% |
| All | -59.7% | -47.2% | -12.6% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling