+46.6%
GPN vs PEGA
+97.3%
-50.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.8% |
| 7D | -5.6% | +0.1% | -5.7% | -5.8% |
| 30D | +13.6% | -4.1% | +17.7% | +14.8% |
| 3M | -2.8% | -2.8% | 0.0% | -2.4% |
| 6M | +38.1% | -0.4% | +38.5% | +36.2% |
| YTD | +19.9% | -45.4% | +65.3% | +41.7% |
| 1Y | +23.4% | -42.6% | +66.0% | +43.0% |
| 3Y | -12.6% | +45.4% | -58.1% | -34.5% |
| 5Y | -26.6% | -44.6% | +18.0% | -20.8% |
| All | +46.6% | +97.3% | -50.7% | -6.2% |
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