+65.9%
A vs PEGA
+43.2%
+22.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.2% |
| 7D | -0.1% | -4.5% | +4.4% | +0.5% |
| 30D | +3.4% | -5.7% | +9.0% | +4.0% |
| 3M | +23.8% | +2.7% | +21.2% | +22.8% |
| 6M | +49.0% | -10.5% | +59.5% | +50.1% |
| YTD | +29.4% | -45.4% | +74.8% | +39.2% |
| 1Y | +19.4% | -44.7% | +64.1% | +28.0% |
| All | +65.9% | +43.2% | +22.6% | +54.7% |
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