+3.2%
GTLB vs PEGA
+42.3%
-39.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.6% |
| 7D | -10.9% | -8.2% | -2.7% | -7.2% |
| 30D | -15.3% | -11.6% | -3.7% | -10.4% |
| 3M | +14.6% | -4.2% | +18.7% | +17.0% |
| 6M | +79.6% | -12.0% | +91.6% | +89.8% |
| YTD | +24.3% | -46.9% | +71.2% | +60.2% |
| 1Y | +1.0% | -47.0% | +48.0% | +30.1% |
| All | +3.2% | +42.3% | -39.1% | -3.4% |
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