+1,833.6%
GS vs PEGA
+2,873.1%
-1,039.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.6% |
| 7D | +0.3% | -2.9% | +3.2% | +0.8% |
| 30D | +3.9% | -0.5% | +4.4% | +3.8% |
| 3M | -11.4% | +8.5% | -19.9% | -13.0% |
| 6M | +3.7% | -6.3% | +10.0% | +3.4% |
| YTD | +7.1% | -42.2% | +49.3% | +14.4% |
| 1Y | +19.7% | -43.4% | +63.1% | +28.1% |
| 3Y | +202.8% | +52.1% | +150.7% | +168.1% |
| 5Y | +156.7% | -42.2% | +199.0% | +155.2% |
| 10Y | +548.7% | +114.6% | +434.1% | +424.4% |
| All | +1,833.6% | +2,873.1% | -1,039.5% | +893.5% |
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