+5,240.8%
GRMN vs PEGA
+5,034.2%
+206.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -2.9% | +3.3% | -6.2% | -3.4% |
| 30D | -8.4% | +17.7% | -26.2% | -10.9% |
| 3M | +15.0% | +5.8% | +9.2% | +13.4% |
| 6M | +11.2% | -20.3% | +31.5% | +14.2% |
| YTD | +37.7% | -37.1% | +74.8% | +46.1% |
| 1Y | +18.5% | -30.2% | +48.7% | +23.2% |
| 3Y | +175.8% | +48.1% | +127.7% | +146.3% |
| 5Y | +75.1% | -46.8% | +121.9% | +77.3% |
| 10Y | +637.0% | +191.3% | +445.7% | +474.9% |
| All | +5,240.8% | +5,034.2% | +206.6% | +2,911.9% |
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