+145.0%
ALL vs PEGA
-45.3%
+190.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -4.2% |
| 7D | -1.9% | -4.5% | +2.6% | -1.7% |
| 30D | +13.8% | -5.7% | +19.5% | +14.2% |
| 3M | -7.0% | +2.6% | -9.6% | -7.2% |
| 6M | +18.0% | -10.6% | +28.6% | +18.4% |
| YTD | +24.2% | -45.5% | +69.7% | +28.0% |
| 1Y | +31.2% | -44.8% | +76.0% | +35.0% |
| 3Y | +107.5% | +45.5% | +62.0% | +95.7% |
| All | +145.0% | -45.3% | +190.3% | +140.2% |
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