+166.1%
B vs PEGA
+43.4%
+122.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.6% | -4.1% | -1.8% |
| 6M | -1.7% | -10.6% | +8.9% | -1.3% |
| YTD | -5.3% | -45.5% | +40.2% | -2.6% |
| 1Y | +27.2% | -44.8% | +72.0% | +30.7% |
| 3Y | +166.1% | +45.5% | +120.6% | +138.4% |
| All | +166.1% | +43.4% | +122.7% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling