+17.3%
A vs PEGA
-37.5%
+54.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.8% |
| 30D | +0.6% | +9.6% | -9.0% | -0.3% |
| 3M | +10.9% | +2.3% | +8.6% | +10.5% |
| 6M | +28.2% | -23.9% | +52.0% | +29.1% |
| YTD | +8.6% | -39.8% | +48.3% | +12.6% |
| All | +17.3% | -37.5% | +54.7% | +20.9% |
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 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