+27.2%
B vs PEGA
-45.2%
+72.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.7% |
| 7D | +9.6% | -4.5% | +14.1% | +9.8% |
| 30D | +3.5% | -5.7% | +9.2% | +3.7% |
| 3M | -1.6% | +2.7% | -4.2% | -2.0% |
| 6M | -1.7% | -10.5% | +8.9% | -0.6% |
| YTD | -5.3% | -45.4% | +40.1% | +6.0% |
| 1Y | +27.2% | -44.7% | +71.9% | +42.2% |
| All | +27.2% | -45.2% | +72.4% | +42.2% |
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