-24.2%
AR vs PEGA
+311.0%
-335.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.5% |
| 7D | +2.5% | +3.3% | -0.8% | +1.8% |
| 30D | +14.8% | +17.7% | -3.0% | +11.0% |
| 3M | +6.2% | +5.8% | +0.4% | +4.1% |
| 6M | +4.3% | -20.3% | +24.5% | +7.5% |
| YTD | +14.4% | -37.1% | +51.5% | +22.8% |
| 1Y | +21.3% | -30.2% | +51.5% | +26.4% |
| 3Y | +39.8% | +48.1% | -8.3% | +17.1% |
| 5Y | +142.1% | -46.8% | +188.9% | +145.9% |
| 10Y | +52.0% | +191.3% | -139.3% | +7.2% |
| All | -24.2% | +311.0% | -335.2% | -47.0% |
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