+130.7%
C vs PEGA
-46.5%
+177.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +3.6% | +3.3% | +0.3% | +3.1% |
| 30D | +0.1% | +17.7% | -17.7% | -2.9% |
| 3M | +2.4% | +5.8% | -3.4% | +0.7% |
| 6M | +24.9% | -20.3% | +45.2% | +28.8% |
| YTD | +19.8% | -37.1% | +56.9% | +28.1% |
| 1Y | +44.9% | -30.2% | +75.1% | +51.1% |
| 3Y | +263.0% | +48.1% | +214.9% | +216.8% |
| All | +130.7% | -46.5% | +177.1% | +138.0% |
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