+59.5%
CAPR vs PEGA
-46.9%
+106.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.3% | -11.2% | -9.4% |
| 7D | +7.6% | -8.2% | +15.9% | +4.3% |
| 30D | +13.3% | -11.6% | +24.8% | +7.4% |
| 3M | +130.4% | -4.2% | +134.5% | +129.9% |
| 6M | -70.8% | -12.0% | -58.8% | -68.2% |
| YTD | -69.3% | -46.9% | -22.4% | -82.8% |
| 1Y | +59.5% | -47.0% | +106.5% | -22.4% |
| All | +59.5% | -46.9% | +106.4% | -22.4% |
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