+6.6%
AR vs PEGA
-45.4%
+52.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -1.0% |
| 7D | -14.3% | -4.5% | -9.7% | -14.5% |
| 30D | +1.4% | -5.7% | +7.1% | +1.2% |
| 3M | +3.4% | +2.7% | +0.7% | +3.8% |
| 6M | -2.1% | -10.5% | +8.5% | -2.2% |
| YTD | +4.7% | -45.4% | +50.1% | +5.2% |
| All | +6.6% | -45.4% | +52.0% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling