-0.2%
GPC vs PEGA
+44.6%
-44.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -1.3% | -4.6% | +3.3% | -1.1% |
| 30D | -6.0% | -6.8% | +0.8% | -5.7% |
| 3M | -7.6% | +2.6% | -10.2% | -7.8% |
| 6M | +24.2% | -5.4% | +29.6% | +24.1% |
| YTD | +2.7% | -46.0% | +48.8% | +5.1% |
| 1Y | +0.2% | -45.6% | +45.8% | +2.3% |
| All | -0.2% | +44.6% | -44.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling