+1,244.4%
D vs PEGA
+1,209.2%
+35.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.4% |
| 7D | +0.4% | +3.3% | -2.8% | +0.3% |
| 30D | -3.6% | +17.7% | -21.3% | -4.2% |
| 3M | -1.0% | +5.8% | -6.8% | -1.4% |
| 6M | +6.3% | -20.3% | +26.5% | +6.9% |
| YTD | +14.7% | -37.1% | +51.9% | +16.2% |
| 1Y | +16.9% | -30.2% | +47.1% | +17.9% |
| 3Y | +56.8% | +48.1% | +8.7% | +51.9% |
| 5Y | +5.2% | -46.8% | +52.0% | +4.8% |
| 10Y | +35.9% | +191.3% | -155.5% | +27.2% |
| All | +1,244.4% | +1,209.2% | +35.2% | +1,069.2% |
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