+1,300.8%
D vs PEGA
+1,035.4%
+265.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.4% |
| 7D | +3.0% | -4.5% | +7.5% | +3.1% |
| 30D | +11.5% | -5.7% | +17.2% | +11.7% |
| 3M | +3.7% | +2.6% | +1.2% | +3.6% |
| 6M | +13.5% | -10.6% | +24.1% | +13.7% |
| YTD | +20.7% | -45.5% | +66.2% | +22.9% |
| 1Y | +18.2% | -44.8% | +63.0% | +20.2% |
| 3Y | +73.3% | +45.5% | +27.8% | +67.9% |
| 5Y | +12.3% | -45.3% | +57.6% | +11.7% |
| 10Y | +43.4% | +102.4% | -59.0% | +35.8% |
| All | +1,300.8% | +1,035.4% | +265.4% | +1,124.1% |
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