+24.0%
A vs PEGA
-47.6%
+71.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +3.3% |
| 7D | +4.8% | -10.0% | +14.7% | +5.5% |
| 30D | +5.6% | -12.7% | +18.3% | +6.5% |
| 3M | +23.6% | -4.6% | +28.2% | +23.5% |
| 6M | +56.4% | -13.1% | +69.5% | +57.1% |
| YTD | +33.4% | -47.6% | +81.0% | +40.5% |
| All | +24.0% | -47.6% | +71.6% | +30.6% |
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 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