-29.9%
COMP vs PEGA
-46.5%
+16.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +1.4% | +3.3% | -1.9% | -0.3% |
| 30D | -13.3% | +17.7% | -31.1% | -20.4% |
| 3M | +41.1% | +5.8% | +35.3% | +34.3% |
| 6M | +17.2% | -20.3% | +37.4% | +27.5% |
| YTD | +5.2% | -37.1% | +42.3% | +27.5% |
| 1Y | +18.9% | -30.2% | +49.1% | +33.6% |
| 3Y | +215.9% | +48.1% | +167.8% | +85.1% |
| All | -29.9% | -46.5% | +16.6% | -22.8% |
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