-3.8%
GTLB vs PEGA
-38.8%
+35.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -0.5% |
| 7D | -6.6% | -6.1% | -0.4% | -3.1% |
| 30D | +13.7% | +6.4% | +7.4% | +10.2% |
| 3M | +52.9% | +2.9% | +50.0% | +49.4% |
| 6M | +88.5% | -23.8% | +112.3% | +110.7% |
| YTD | +23.4% | -41.1% | +64.5% | +49.4% |
| 1Y | -3.8% | -38.2% | +34.4% | +14.5% |
| All | -3.8% | -38.8% | +35.0% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling