+7.8%
D vs PEGA
-46.5%
+54.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.4% |
| 7D | +1.5% | +3.3% | -1.8% | +1.4% |
| 30D | -2.6% | +17.7% | -20.3% | -3.0% |
| 3M | 0.0% | +5.8% | -5.8% | -0.2% |
| 6M | +7.4% | -20.3% | +27.6% | +7.9% |
| YTD | +15.9% | -37.1% | +53.0% | +17.2% |
| 1Y | +18.1% | -30.2% | +48.3% | +18.9% |
| 3Y | +58.4% | +48.1% | +10.3% | +51.4% |
| All | +7.8% | -46.5% | +54.2% | -2.8% |
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