+112.4%
C vs PEGA
-45.0%
+157.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | +4.7% | -4.6% | +9.3% | +5.5% |
| 30D | +0.2% | -6.8% | +7.0% | +1.2% |
| 3M | -9.3% | +2.6% | -11.9% | -10.2% |
| 6M | -0.8% | -5.4% | +4.5% | -1.1% |
| YTD | +8.5% | -46.0% | +54.6% | +18.6% |
| 1Y | +23.1% | -45.6% | +68.7% | +34.3% |
| 3Y | +220.8% | +43.2% | +177.6% | +180.3% |
| 5Y | +112.4% | -45.3% | +157.7% | +102.2% |
| All | +112.4% | -45.0% | +157.4% | +102.2% |
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