-9.9%
GTLB vs PEGA
+48.1%
-58.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.2% | -3.4% |
| 7D | +4.6% | -2.4% | +7.0% | +5.9% |
| 30D | +21.0% | +9.6% | +11.4% | +16.3% |
| 3M | +51.7% | +2.3% | +49.4% | +49.4% |
| 6M | +89.3% | -23.9% | +113.2% | +111.7% |
| YTD | +25.6% | -39.8% | +65.4% | +53.6% |
| 1Y | -1.5% | -37.4% | +35.9% | +17.5% |
| 3Y | -9.9% | +53.1% | -63.1% | -18.2% |
| All | -9.9% | +48.1% | -58.0% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling