-28.2%
GPN vs PEGA
+49.1%
-77.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.3% |
| 7D | -6.2% | -6.1% | -0.1% | -5.0% |
| 30D | +1.0% | +6.4% | -5.4% | -0.3% |
| 3M | +36.9% | +2.9% | +34.0% | +35.3% |
| 6M | +16.8% | -23.8% | +40.6% | +21.5% |
| YTD | +13.2% | -41.1% | +54.3% | +22.7% |
| 1Y | +1.4% | -38.2% | +39.7% | +8.6% |
| All | -28.2% | +49.1% | -77.3% | -34.6% |
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