-54.6%
GTLB vs PEGA
-43.0%
-11.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.2% | -2.9% |
| 7D | +4.6% | -2.4% | +7.0% | +6.2% |
| 30D | +21.0% | +9.6% | +11.4% | +14.9% |
| 3M | +51.7% | +2.3% | +49.4% | +48.5% |
| 6M | +89.3% | -23.9% | +113.2% | +120.2% |
| YTD | +25.6% | -39.8% | +65.4% | +65.6% |
| 1Y | -1.5% | -37.4% | +35.9% | +24.9% |
| 3Y | -9.9% | +53.1% | -63.1% | -43.1% |
| All | -54.6% | -43.0% | -11.6% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling