+605.7%
GRMN vs PEGA
+94.9%
+510.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.1% |
| 7D | -0.1% | -4.6% | +4.5% | +0.9% |
| 30D | +3.5% | -6.8% | +10.3% | +5.0% |
| 3M | -7.3% | +2.6% | -9.9% | -8.5% |
| 6M | +21.8% | -5.4% | +27.1% | +21.5% |
| YTD | +42.8% | -46.0% | +88.8% | +61.0% |
| 1Y | +46.5% | -45.6% | +92.1% | +64.6% |
| 3Y | +158.3% | +43.2% | +115.1% | +112.4% |
| 5Y | +122.6% | -45.3% | +167.9% | +132.4% |
| All | +605.7% | +94.9% | +510.7% | +389.3% |
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