+86.2%
GPC vs PEGA
+101.6%
-15.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.8% |
| 7D | +1.6% | -4.5% | +6.1% | +2.3% |
| 30D | -2.1% | -5.7% | +3.6% | -1.3% |
| 3M | -6.8% | +2.7% | -9.5% | -7.6% |
| 6M | +18.6% | -10.5% | +29.1% | +19.6% |
| YTD | +2.7% | -45.4% | +48.1% | +11.2% |
| 1Y | +1.8% | -44.7% | +46.5% | +9.8% |
| 3Y | +1.1% | +45.7% | -44.6% | -15.7% |
| 5Y | +4.1% | -45.3% | +49.3% | +8.8% |
| All | +86.2% | +101.6% | -15.4% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling