+77.3%
GRMN vs PEGA
-47.1%
+124.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.3% |
| 7D | +0.2% | -2.4% | +2.6% | +0.6% |
| 30D | -11.3% | +9.6% | -21.0% | -13.1% |
| 3M | +17.7% | +2.3% | +15.4% | +16.4% |
| 6M | +14.2% | -23.9% | +38.1% | +19.0% |
| YTD | +37.0% | -39.8% | +76.8% | +48.6% |
| 1Y | +17.0% | -37.4% | +54.4% | +25.4% |
| 3Y | +183.2% | +53.1% | +130.1% | +142.0% |
| All | +77.3% | -47.1% | +124.3% | +94.5% |
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