+155.0%
ASX vs PEGA
-47.0%
+202.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +6.5% |
| 7D | +0.8% | -8.6% | +9.5% | -0.6% |
| 30D | -20.4% | -10.1% | -10.3% | -21.6% |
| 3M | -2.1% | -4.7% | +2.6% | -2.8% |
| 6M | +8.2% | -8.0% | +16.2% | +9.7% |
| YTD | +137.3% | -47.1% | +184.4% | +154.1% |
| 1Y | +155.0% | -47.5% | +202.5% | +173.4% |
| All | +155.0% | -47.0% | +202.1% | +173.4% |
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