+13.3%
A vs PEGA
-44.8%
+58.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.3% |
| 7D | -0.1% | -4.5% | +4.4% | +0.7% |
| 30D | +3.4% | -5.7% | +9.0% | +4.2% |
| 3M | +23.8% | +2.7% | +21.2% | +22.6% |
| 6M | +49.0% | -10.5% | +59.5% | +50.3% |
| YTD | +29.4% | -45.4% | +74.8% | +41.7% |
| 1Y | +19.4% | -44.7% | +64.1% | +30.2% |
| 3Y | +66.2% | +45.7% | +20.5% | +41.4% |
| All | +13.3% | -44.8% | +58.2% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling