+22.2%
A vs PEGA
-44.4%
+66.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -2.4% | -2.9% | +0.5% | -2.2% |
| 30D | +3.6% | -0.5% | +4.1% | +3.5% |
| 3M | +27.5% | +8.5% | +19.0% | +26.2% |
| 6M | +58.5% | -6.3% | +64.7% | +58.5% |
| YTD | +31.2% | -42.2% | +73.4% | +36.8% |
| 1Y | +22.2% | -43.4% | +65.6% | +31.1% |
| All | +22.2% | -44.4% | +66.6% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling