+238.4%
A vs PEGA
+180.6%
+57.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.6% |
| 7D | -4.6% | -5.3% | +0.7% | -3.3% |
| 30D | -4.3% | +8.3% | -12.6% | -6.2% |
| 3M | +8.9% | +8.9% | 0.0% | +5.7% |
| 6M | +24.5% | -19.7% | +44.2% | +29.4% |
| YTD | +5.8% | -39.9% | +45.7% | +16.9% |
| 1Y | +16.2% | -36.4% | +52.6% | +25.7% |
| 3Y | +28.5% | +52.8% | -24.3% | +2.3% |
| 5Y | -16.3% | -45.7% | +29.3% | -11.2% |
| All | +238.4% | +180.6% | +57.8% | +124.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling