-12.6%
GPN vs PEGA
+46.3%
-59.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +4.0% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | +13.6% | -4.1% | +17.7% | +14.4% |
| 3M | -2.8% | -2.8% | 0.0% | -2.5% |
| 6M | +38.1% | -0.4% | +38.5% | +37.2% |
| YTD | +19.9% | -45.4% | +65.3% | +31.2% |
| 1Y | +23.4% | -42.6% | +66.0% | +33.8% |
| 3Y | -12.6% | +45.4% | -58.1% | -15.6% |
| All | -12.6% | +46.3% | -59.0% | -15.6% |
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