+144.6%
CAPR vs PEGA
-45.3%
+189.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.1% | +4.8% |
| 7D | +41.1% | -4.5% | +45.6% | +41.4% |
| 30D | +11.1% | -5.7% | +16.8% | +11.5% |
| 3M | +115.3% | +2.6% | +112.7% | +114.9% |
| 6M | -73.8% | -10.6% | -63.2% | -73.6% |
| YTD | -68.8% | -45.5% | -23.3% | -67.2% |
| 1Y | +43.3% | -44.8% | +88.1% | +50.5% |
| 3Y | +214.7% | +45.5% | +169.2% | +180.3% |
| All | +144.6% | -45.3% | +189.9% | +152.0% |
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