+133.7%
AS vs PEGA
+38.0%
+95.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | +7.1% | -1.6% | +8.7% | +7.5% |
| 30D | +12.8% | -3.0% | +15.8% | +13.5% |
| 3M | -14.7% | +5.8% | -20.5% | -16.4% |
| 6M | -9.9% | -8.8% | -1.1% | -9.1% |
| YTD | -16.1% | -43.5% | +27.4% | -5.1% |
| 1Y | +0.2% | -43.4% | +43.6% | +13.1% |
| All | +133.7% | +38.0% | +95.7% | +110.8% |
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