-26.7%
GPN vs PEGA
-44.5%
+17.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.9% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | +13.6% | -4.1% | +17.7% | +14.5% |
| 3M | -2.8% | -2.8% | 0.0% | -2.5% |
| 6M | +38.1% | -0.4% | +38.5% | +37.0% |
| YTD | +19.9% | -45.4% | +65.3% | +34.8% |
| 1Y | +23.4% | -42.6% | +66.0% | +36.9% |
| 3Y | -12.6% | +45.4% | -58.1% | -26.4% |
| All | -26.7% | -44.5% | +17.8% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling