+86.1%
GPC vs PEGA
+187.4%
-101.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.2% | +3.3% | -2.1% | +0.7% |
| 30D | +6.0% | +17.7% | -11.8% | +3.1% |
| 3M | +42.6% | +5.8% | +36.8% | +40.5% |
| 6M | +22.8% | -20.3% | +43.0% | +26.0% |
| YTD | +15.5% | -37.1% | +52.6% | +22.4% |
| 1Y | +2.0% | -30.2% | +32.2% | +5.6% |
| 3Y | -1.4% | +48.1% | -49.5% | -16.8% |
| 5Y | +30.6% | -46.8% | +77.4% | +40.3% |
| All | +86.1% | +187.4% | -101.3% | +29.7% |
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