+134.9%
AS vs PEGA
+33.2%
+101.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.3% |
| 7D | +6.9% | -4.5% | +11.4% | +8.1% |
| 30D | +16.0% | -5.7% | +21.7% | +17.4% |
| 3M | -12.8% | +2.6% | -15.4% | -14.0% |
| 6M | -15.4% | -10.6% | -4.8% | -14.2% |
| YTD | -15.7% | -45.5% | +29.7% | -3.8% |
| 1Y | +6.1% | -44.8% | +50.9% | +20.4% |
| All | +134.9% | +33.2% | +101.7% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling