+334.9%
COMP vs PEGA
+48.6%
+286.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.3% | -5.9% | -7.5% |
| 7D | -1.8% | -1.6% | -0.2% | -1.3% |
| 30D | -0.8% | -3.0% | +2.2% | +0.2% |
| 3M | -28.1% | +5.8% | -33.9% | -29.3% |
| 6M | +27.0% | -8.8% | +35.8% | +28.8% |
| YTD | -12.8% | -43.5% | +30.7% | -0.4% |
| 1Y | +4.9% | -43.4% | +48.3% | +19.5% |
| All | +334.9% | +48.6% | +286.3% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling