+669.0%
GRMN vs PEGA
+184.6%
+484.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.8% | +3.9% |
| 7D | +2.4% | -3.0% | +5.4% | +3.1% |
| 30D | -8.5% | +15.9% | -24.4% | -11.7% |
| 3M | +19.5% | +10.8% | +8.6% | +15.7% |
| 6M | +21.2% | -16.5% | +37.7% | +24.5% |
| YTD | +41.0% | -39.0% | +80.1% | +54.9% |
| 1Y | +19.6% | -37.3% | +56.9% | +29.8% |
| 3Y | +183.8% | +59.2% | +124.6% | +129.7% |
| 5Y | +83.0% | -44.9% | +127.9% | +92.5% |
| All | +669.0% | +184.6% | +484.3% | +443.0% |
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