-17.9%
COMP vs PEGA
-45.3%
+27.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.5% | +14.2% | +12.4% |
| 7D | +13.4% | -4.5% | +18.0% | +15.9% |
| 30D | +11.1% | -5.7% | +16.8% | +14.3% |
| 3M | -18.8% | +2.7% | -21.5% | -20.5% |
| 6M | +10.5% | -10.5% | +21.0% | +13.6% |
| YTD | -3.4% | -45.4% | +42.0% | +24.9% |
| 1Y | +19.7% | -44.7% | +64.4% | +53.1% |
| 3Y | +381.6% | +45.7% | +335.9% | +175.4% |
| All | -17.9% | -45.3% | +27.4% | -21.1% |
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 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