+21.7%
GPN vs PEGA
-44.4%
+66.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | +15.0% | -2.9% | +17.9% | +15.9% |
| 30D | +16.9% | -0.5% | +17.4% | +16.9% |
| 3M | +9.2% | +8.5% | +0.7% | +6.5% |
| 6M | +34.7% | -6.3% | +41.0% | +34.9% |
| YTD | +25.4% | -42.2% | +67.6% | +39.4% |
| 1Y | +21.7% | -43.4% | +65.2% | +39.9% |
| All | +21.7% | -44.4% | +66.2% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling