-71.3%
AXTX vs PEGA
-0.8%
-70.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -4.5% |
| 7D | +41.4% | -6.1% | +47.5% | +34.3% |
| 30D | -25.5% | +6.4% | -31.8% | -18.6% |
| 3M | -63.3% | +2.9% | -66.2% | -54.1% |
| All | -71.3% | -0.8% | -70.5% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling