+2.1%
AS vs PEGA
-44.4%
+46.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +13.8% | -2.9% | +16.6% | +14.2% |
| 30D | +16.7% | -0.5% | +17.2% | +16.6% |
| 3M | -11.5% | +8.5% | -20.0% | -12.9% |
| 6M | -5.5% | -6.3% | +0.8% | -5.4% |
| YTD | -14.2% | -42.2% | +28.0% | -10.0% |
| 1Y | +2.1% | -43.4% | +45.5% | +10.1% |
| All | +2.1% | -44.4% | +46.5% | +10.1% |
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