-1.5%
AS vs PEGA
-44.6%
+43.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +3.9% | -4.1% | +8.0% | +4.4% |
| 3M | -9.6% | -2.8% | -6.8% | -9.6% |
| 6M | -8.7% | -0.4% | -8.2% | -9.5% |
| YTD | -19.8% | -45.4% | +25.5% | -16.7% |
| 1Y | -1.5% | -42.6% | +41.1% | +3.4% |
| All | -1.5% | -44.6% | +43.0% | +3.4% |
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