+2,064.0%
GS vs PEGA
+3,132.6%
-1,068.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | -4.5% | +5.8% | -10.3% | -6.2% |
| 6M | +20.9% | -20.3% | +41.1% | +23.7% |
| YTD | +19.9% | -37.1% | +57.0% | +26.7% |
| 1Y | +41.4% | -30.2% | +71.6% | +46.3% |
| 3Y | +239.2% | +48.1% | +191.1% | +202.0% |
| 5Y | +185.0% | -46.8% | +231.8% | +187.7% |
| 10Y | +655.0% | +191.3% | +463.6% | +484.4% |
| All | +2,064.0% | +3,132.6% | -1,068.6% | +1,000.3% |
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 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