+185.7%
GS vs PEGA
-46.5%
+232.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +0.9% | +3.3% | -2.4% | +0.4% |
| 30D | -1.6% | +17.7% | -19.3% | -4.3% |
| 3M | -4.5% | +5.8% | -10.3% | -6.0% |
| 6M | +20.9% | -20.3% | +41.1% | +24.7% |
| YTD | +19.9% | -37.1% | +57.0% | +28.4% |
| 1Y | +41.4% | -30.2% | +71.6% | +47.6% |
| 3Y | +239.2% | +48.1% | +191.1% | +198.2% |
| All | +185.7% | -46.5% | +232.2% | +215.8% |
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