+122.2%
ALL vs PEGA
-46.5%
+168.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.3% |
| 7D | 0.0% | +3.3% | -3.3% | -0.2% |
| 30D | -1.5% | +17.7% | -19.2% | -2.5% |
| 3M | +23.6% | +5.8% | +17.8% | +22.9% |
| 6M | +22.3% | -20.3% | +42.6% | +23.4% |
| YTD | +26.5% | -37.1% | +63.7% | +29.4% |
| 1Y | +27.0% | -30.2% | +57.2% | +28.7% |
| 3Y | +149.6% | +48.1% | +101.5% | +135.4% |
| All | +122.2% | -46.5% | +168.7% | +123.4% |
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