+105.9%
C vs PEGA
-45.3%
+151.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.1% |
| 7D | -2.4% | -4.5% | +2.1% | -1.7% |
| 30D | -6.0% | -5.7% | -0.3% | -5.2% |
| 3M | -10.5% | +2.6% | -13.1% | -11.4% |
| 6M | -5.7% | -10.6% | +4.9% | -5.0% |
| YTD | +4.1% | -45.5% | +49.6% | +13.7% |
| 1Y | +20.5% | -44.8% | +65.3% | +31.1% |
| 3Y | +208.1% | +45.5% | +162.6% | +168.6% |
| All | +105.9% | -45.3% | +151.2% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling