+60.4%
D vs PEGA
+49.4%
+11.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.4% |
| 7D | +0.4% | +3.3% | -2.8% | +0.4% |
| 30D | -3.6% | +17.7% | -21.3% | -3.6% |
| 3M | -1.0% | +5.8% | -6.8% | -0.9% |
| 6M | +6.3% | -20.3% | +26.5% | +6.6% |
| YTD | +14.7% | -37.1% | +51.9% | +15.3% |
| 1Y | +16.9% | -30.2% | +47.1% | +17.2% |
| All | +60.4% | +49.4% | +11.0% | +39.0% |
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