-55.1%
GTLB vs PEGA
-49.8%
-5.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.7% |
| 7D | -10.9% | -8.2% | -2.7% | -6.2% |
| 30D | -15.3% | -11.6% | -3.7% | -9.1% |
| 3M | +14.6% | -4.2% | +18.7% | +17.4% |
| 6M | +79.6% | -12.0% | +91.6% | +92.5% |
| YTD | +24.3% | -46.9% | +71.2% | +76.1% |
| 1Y | +1.0% | -47.0% | +48.0% | +42.8% |
| 3Y | +4.6% | +40.9% | -36.3% | -31.1% |
| 5Y | -63.7% | -45.4% | -18.4% | -55.3% |
| All | -55.1% | -49.8% | -5.3% | -43.9% |
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