+2,360.3%
ALL vs PEGA
+1,209.2%
+1,151.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | +23.6% | +5.8% | +17.8% | +22.7% |
| 6M | +22.3% | -20.3% | +42.6% | +23.9% |
| YTD | +26.5% | -37.1% | +63.7% | +30.1% |
| 1Y | +27.0% | -30.2% | +57.2% | +29.2% |
| 3Y | +149.6% | +48.1% | +101.5% | +134.5% |
| 5Y | +118.1% | -46.8% | +164.9% | +117.7% |
| 10Y | +369.0% | +191.3% | +177.6% | +308.9% |
| All | +2,360.3% | +1,209.2% | +1,151.0% | +1,610.2% |
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 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