+42.7%
CAPR vs PEGA
-35.6%
+78.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -5.5% |
| 7D | -9.5% | -2.4% | -7.1% | -10.5% |
| 30D | +121.5% | +9.6% | +111.9% | +132.3% |
| 3M | -65.4% | +2.3% | -67.7% | -60.8% |
| 6M | -67.5% | -23.9% | -43.6% | -67.8% |
| YTD | -68.6% | -39.8% | -28.8% | -75.7% |
| 1Y | +42.7% | -37.4% | +80.1% | +27.1% |
| All | +42.7% | -35.6% | +78.3% | +27.1% |
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