+11.4%
B vs PEGA
-47.0%
+58.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.6% |
| 7D | -2.7% | -8.6% | +6.0% | -2.3% |
| 30D | -4.3% | -10.1% | +5.7% | -4.0% |
| 3M | -2.3% | -4.7% | +2.5% | -2.3% |
| 6M | -16.2% | -8.0% | -8.3% | -15.7% |
| YTD | -8.8% | -47.1% | +38.3% | +1.1% |
| 1Y | +11.4% | -47.5% | +58.8% | +23.9% |
| All | +11.4% | -47.0% | +58.4% | +23.9% |
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