+5,438.6%
GRMN vs PEGA
+4,307.1%
+1,131.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.0% |
| 7D | -0.1% | -4.6% | +4.5% | +0.6% |
| 30D | +3.5% | -6.8% | +10.3% | +4.6% |
| 3M | -7.3% | +2.6% | -9.9% | -8.1% |
| 6M | +21.8% | -5.4% | +27.1% | +21.7% |
| YTD | +42.8% | -46.0% | +88.8% | +54.7% |
| 1Y | +46.5% | -45.6% | +92.1% | +58.4% |
| 3Y | +158.3% | +43.2% | +115.1% | +131.5% |
| 5Y | +122.6% | -45.3% | +167.9% | +124.1% |
| 10Y | +638.0% | +88.9% | +549.1% | +512.1% |
| All | +5,438.6% | +4,307.1% | +1,131.5% | +3,091.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling