+20.5%
C vs PEGA
-45.2%
+65.7%
-17.8%
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 | -2.4% | -4.5% | +2.1% | -2.1% |
| 30D | -6.0% | -5.7% | -0.3% | -5.7% |
| 3M | -10.5% | +2.6% | -13.1% | -11.0% |
| 6M | -5.7% | -10.6% | +4.9% | -4.5% |
| YTD | +4.1% | -45.5% | +49.6% | +11.8% |
| 1Y | +20.5% | -44.8% | +65.3% | +28.8% |
| All | +20.5% | -45.2% | +65.7% | +28.8% |
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