+457.2%
GS vs PEGA
+92.7%
+364.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.1% |
| 7D | +1.6% | -8.2% | +9.8% | +3.6% |
| 30D | +1.7% | -11.6% | +13.2% | +4.4% |
| 3M | -11.6% | -4.2% | -7.4% | -11.4% |
| 6M | -1.9% | -12.0% | +10.1% | -0.8% |
| YTD | +5.1% | -46.9% | +52.0% | +19.0% |
| 1Y | +16.4% | -47.0% | +63.4% | +31.8% |
| 3Y | +199.0% | +40.9% | +158.1% | +142.6% |
| 5Y | +157.4% | -45.4% | +202.8% | +171.3% |
| 10Y | +457.2% | +95.9% | +361.3% | +280.6% |
| All | +457.2% | +92.7% | +364.5% | +280.6% |
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