+35.1%
DD vs PEGA
-38.8%
+74.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.6% |
| 7D | -3.8% | -6.1% | +2.4% | -3.8% |
| 30D | -9.2% | +6.4% | -15.6% | -9.2% |
| 3M | -9.0% | +2.9% | -11.9% | -8.9% |
| 6M | -5.0% | -23.8% | +18.9% | -4.8% |
| YTD | +7.4% | -41.1% | +48.5% | +10.2% |
| 1Y | +35.1% | -38.2% | +73.3% | +36.3% |
| All | +35.1% | -38.8% | +74.0% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling