+486.7%
GS vs PEGA
+101.6%
+385.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.5% |
| 7D | -3.2% | -4.5% | +1.3% | -2.1% |
| 30D | -2.4% | -5.7% | +3.3% | -1.3% |
| 3M | -15.7% | +2.7% | -18.4% | -16.9% |
| 6M | -6.8% | -10.5% | +3.7% | -6.0% |
| YTD | -0.1% | -45.4% | +45.4% | +12.6% |
| 1Y | +12.1% | -44.7% | +56.8% | +25.7% |
| 3Y | +185.8% | +45.7% | +140.1% | +130.0% |
| 5Y | +140.1% | -45.3% | +185.4% | +154.2% |
| All | +486.7% | +101.6% | +385.1% | +294.3% |
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