+125.7%
B vs PEGA
+1,005.9%
-880.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -6.1% |
| 7D | +7.1% | -8.2% | +15.3% | +7.4% |
| 30D | -3.3% | -11.6% | +8.2% | -3.0% |
| 3M | -2.5% | -4.2% | +1.6% | -2.5% |
| 6M | -7.2% | -12.0% | +4.7% | -7.1% |
| YTD | -7.4% | -46.9% | +39.5% | -6.0% |
| 1Y | +16.4% | -47.0% | +63.4% | +18.2% |
| 3Y | +178.7% | +40.9% | +137.8% | +173.0% |
| 5Y | +121.7% | -45.4% | +167.1% | +120.8% |
| 10Y | +208.6% | +95.9% | +112.7% | +196.2% |
| All | +125.7% | +1,005.9% | -880.2% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling