+476.0%
A vs PEGA
+2,157.3%
-1,681.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.8% |
| 7D | -1.9% | +3.3% | -5.2% | -2.5% |
| 30D | +6.9% | +17.7% | -10.8% | +3.7% |
| 3M | +9.2% | +5.8% | +3.4% | +7.4% |
| 6M | +25.7% | -20.3% | +45.9% | +29.5% |
| YTD | +11.5% | -37.1% | +48.7% | +18.9% |
| 1Y | +18.4% | -30.2% | +48.6% | +23.2% |
| 3Y | +26.6% | +48.1% | -21.5% | +10.7% |
| 5Y | -12.8% | -46.8% | +34.0% | -11.8% |
| 10Y | +247.2% | +191.3% | +55.9% | +158.0% |
| All | +476.0% | +2,157.3% | -1,681.3% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling