+87.2%
GPC vs PEGA
+99.2%
-11.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +3.0% |
| 7D | +0.8% | -10.0% | +10.8% | +2.5% |
| 30D | -1.1% | -12.7% | +11.6% | +0.9% |
| 3M | -6.6% | -4.6% | -2.1% | -6.3% |
| 6M | +22.2% | -13.1% | +35.3% | +23.8% |
| YTD | +5.1% | -47.6% | +52.6% | +14.5% |
| 1Y | +2.8% | -47.0% | +49.8% | +11.7% |
| 3Y | +2.4% | +42.0% | -39.6% | -14.3% |
| 5Y | +7.8% | -47.8% | +55.6% | +13.6% |
| 10Y | +87.2% | +92.0% | -4.7% | +35.0% |
| All | +87.2% | +99.2% | -11.9% | +35.0% |
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