+80.7%
GPC vs PEGA
+175.4%
-94.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -2.2% |
| 7D | +0.2% | -2.4% | +2.6% | +0.6% |
| 30D | -0.4% | +9.6% | -10.0% | -2.0% |
| 3M | +39.2% | +2.3% | +36.9% | +37.9% |
| 6M | +18.2% | -23.9% | +42.1% | +22.3% |
| YTD | +12.1% | -39.8% | +51.9% | +19.7% |
| 1Y | -0.7% | -37.4% | +36.7% | +4.8% |
| 3Y | -1.7% | +53.1% | -54.8% | -17.9% |
| 5Y | +29.3% | -47.2% | +76.5% | +38.3% |
| 10Y | +80.7% | +174.3% | -93.7% | +26.8% |
| All | +80.7% | +175.4% | -94.7% | +26.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling