+15,846.6%
COST vs PEGA
+1,023.8%
+14,822.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | +0.3% |
| 7D | +2.5% | -4.6% | +7.1% | +2.9% |
| 30D | +14.6% | -6.8% | +21.4% | +15.1% |
| 3M | +15.2% | +2.6% | +12.6% | +14.8% |
| 6M | +7.2% | -5.4% | +12.6% | +7.1% |
| YTD | +27.4% | -46.0% | +73.4% | +32.4% |
| 1Y | +20.2% | -45.6% | +65.8% | +24.7% |
| 3Y | +96.9% | +43.2% | +53.7% | +85.3% |
| 5Y | +122.8% | -45.3% | +168.1% | +121.9% |
| 10Y | +764.3% | +88.9% | +675.4% | +676.0% |
| All | +15,846.6% | +1,023.8% | +14,822.8% | +10,717.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling