+116.8%
GRMN vs PEGA
-44.5%
+161.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +1.2% | -4.1% | +5.3% | +1.8% |
| 3M | -8.9% | -2.8% | -6.1% | -8.9% |
| 6M | +23.0% | -0.4% | +23.4% | +21.7% |
| YTD | +41.2% | -45.4% | +86.6% | +55.2% |
| 1Y | +47.5% | -42.6% | +90.1% | +60.4% |
| 3Y | +155.8% | +45.4% | +110.3% | +120.8% |
| All | +116.8% | -44.5% | +161.3% | +124.2% |
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