-30.6%
AR vs PEGA
+256.4%
-287.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.2% |
| 7D | -14.3% | -4.5% | -9.7% | -13.5% |
| 30D | +1.4% | -5.7% | +7.1% | +2.4% |
| 3M | +3.4% | +2.6% | +0.8% | +2.3% |
| 6M | -2.1% | -10.6% | +8.5% | -1.3% |
| YTD | +4.7% | -45.5% | +50.2% | +15.2% |
| 1Y | +10.6% | -44.8% | +55.4% | +21.2% |
| 3Y | +24.6% | +45.5% | -20.9% | +4.1% |
| 5Y | +71.9% | -45.3% | +117.2% | +71.5% |
| 10Y | +46.4% | +102.4% | -56.0% | +9.5% |
| All | -30.6% | +256.4% | -287.0% | -50.2% |
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