+73.3%
D vs PEGA
+43.4%
+29.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.5% |
| 7D | +3.0% | -4.5% | +7.5% | +3.0% |
| 30D | +11.5% | -5.7% | +17.2% | +11.5% |
| 3M | +3.7% | +2.6% | +1.2% | +3.8% |
| 6M | +13.5% | -10.6% | +24.1% | +13.6% |
| YTD | +20.7% | -45.5% | +66.2% | +21.1% |
| 1Y | +18.2% | -44.8% | +63.0% | +18.5% |
| 3Y | +73.3% | +45.5% | +27.8% | +59.1% |
| All | +73.3% | +43.4% | +29.9% | +59.1% |
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 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