+162.4%
ALL vs PEGA
-44.5%
+206.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.3% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +13.3% | -4.1% | +17.5% | +13.6% |
| 3M | +3.2% | -2.8% | +6.0% | +3.3% |
| 6M | +25.3% | -0.4% | +25.8% | +25.0% |
| YTD | +30.5% | -45.4% | +75.8% | +34.4% |
| 1Y | +29.2% | -42.6% | +71.8% | +32.6% |
| 3Y | +119.1% | +45.4% | +73.7% | +106.7% |
| All | +162.4% | -44.5% | +206.9% | +154.8% |
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 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