-52.0%
GTLB vs PEGA
-40.6%
-11.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.6% |
| 7D | +11.1% | +3.3% | +7.8% | +9.0% |
| 30D | +37.8% | +17.7% | +20.1% | +25.5% |
| 3M | +61.6% | +5.8% | +55.8% | +54.9% |
| 6M | +98.9% | -20.3% | +119.2% | +125.0% |
| YTD | +32.8% | -37.1% | +69.9% | +70.5% |
| 1Y | +14.7% | -30.2% | +44.9% | +36.3% |
| 3Y | +1.3% | +48.1% | -46.8% | -33.9% |
| All | -52.0% | -40.6% | -11.5% | -45.7% |
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