+2,315.2%
ALL vs PEGA
+1,035.4%
+1,279.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -4.2% |
| 7D | -1.9% | -4.5% | +2.6% | -1.6% |
| 30D | +13.8% | -5.7% | +19.5% | +14.3% |
| 3M | -7.0% | +2.6% | -9.6% | -7.3% |
| 6M | +18.0% | -10.6% | +28.6% | +18.6% |
| YTD | +24.2% | -45.5% | +69.7% | +29.0% |
| 1Y | +31.2% | -44.8% | +76.0% | +36.0% |
| 3Y | +107.5% | +45.5% | +62.0% | +95.2% |
| 5Y | +144.8% | -45.3% | +190.1% | +143.7% |
| 10Y | +375.8% | +102.4% | +273.4% | +325.9% |
| All | +2,315.2% | +1,035.4% | +1,279.7% | +1,596.4% |
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 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