+32.2%
DD vs PEGA
-46.9%
+79.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +2.2% | -8.2% | +10.4% | +2.2% |
| 30D | +20.7% | -11.6% | +32.2% | +20.6% |
| 3M | +11.3% | -4.2% | +15.5% | +11.2% |
| 6M | +6.0% | -12.0% | +17.9% | +5.9% |
| YTD | +31.7% | -46.9% | +78.6% | +39.8% |
| 1Y | +32.2% | -47.0% | +79.2% | +40.3% |
| All | +32.2% | -46.9% | +79.1% | +40.3% |
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