+2,148.2%
GNRC vs PEGA
+327.3%
+1,820.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +2.7% |
| 7D | +4.8% | -2.4% | +7.2% | +5.5% |
| 30D | -10.4% | +9.6% | -20.0% | -13.2% |
| 3M | -28.5% | +2.3% | -30.8% | -30.4% |
| 6M | -6.8% | -23.9% | +17.1% | -2.0% |
| YTD | +39.5% | -39.8% | +79.2% | +55.0% |
| 1Y | +3.4% | -37.4% | +40.8% | +12.5% |
| 3Y | +65.1% | +53.1% | +12.0% | +22.6% |
| 5Y | -57.1% | -47.2% | -9.8% | -57.0% |
| 10Y | +432.5% | +174.3% | +258.2% | +247.6% |
| All | +2,148.2% | +327.3% | +1,820.9% | +1,159.3% |
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