+65.5%
A vs PEGA
+46.3%
+19.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | 0.0% | -4.1% | +4.1% | +0.4% |
| 3M | +16.7% | -2.8% | +19.5% | +16.7% |
| 6M | +54.8% | -0.4% | +55.3% | +53.5% |
| YTD | +28.8% | -45.4% | +74.2% | +38.5% |
| 1Y | +19.3% | -42.6% | +61.9% | +27.1% |
| 3Y | +65.5% | +45.4% | +20.1% | +54.0% |
| All | +65.5% | +46.3% | +19.2% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling