+25.7%
GPN vs PEGA
+180.6%
-154.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.1% |
| 7D | -3.5% | -5.3% | +1.8% | -1.8% |
| 30D | +3.1% | +8.3% | -5.2% | +0.4% |
| 3M | +42.3% | +8.9% | +33.4% | +37.1% |
| 6M | +20.9% | -19.7% | +40.6% | +27.8% |
| YTD | +15.2% | -39.9% | +55.1% | +32.3% |
| 1Y | +5.4% | -36.4% | +41.8% | +17.7% |
| 3Y | -27.4% | +52.8% | -80.2% | -45.8% |
| 5Y | -44.2% | -45.7% | +1.5% | -38.3% |
| All | +25.7% | +180.6% | -154.9% | -25.0% |
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