+133.0%
ASX vs PEGA
-46.9%
+179.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.5% |
| 7D | -9.1% | -8.2% | -0.9% | -10.4% |
| 30D | -23.6% | -11.6% | -12.0% | -24.9% |
| 3M | -5.6% | -4.2% | -1.5% | -6.2% |
| 6M | +4.7% | -12.0% | +16.7% | +6.5% |
| YTD | +122.6% | -46.9% | +169.5% | +137.7% |
| 1Y | +133.0% | -47.0% | +180.0% | +148.7% |
| All | +133.0% | -46.9% | +179.9% | +148.7% |
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