+45.6%
C vs PEGA
-35.6%
+81.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.4% |
| 7D | +3.2% | -2.4% | +5.6% | +3.4% |
| 30D | +1.3% | +9.6% | -8.3% | +0.5% |
| 3M | +3.1% | +2.3% | +0.8% | +3.3% |
| 6M | +29.6% | -23.9% | +53.5% | +33.6% |
| YTD | +19.0% | -39.8% | +58.7% | +24.2% |
| 1Y | +45.6% | -37.4% | +83.1% | +51.3% |
| All | +45.6% | -35.6% | +81.2% | +51.3% |
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