+47.0%
DD vs PEGA
+55.9%
-8.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.4% |
| 7D | -3.5% | +3.3% | -6.8% | -3.8% |
| 30D | -10.3% | +17.7% | -28.1% | -11.8% |
| 3M | -7.5% | +5.8% | -13.3% | -8.3% |
| 6M | -8.0% | -20.3% | +12.2% | -6.2% |
| YTD | +10.5% | -37.1% | +47.6% | +15.9% |
| 1Y | +38.3% | -30.2% | +68.5% | +42.2% |
| All | +47.0% | +55.9% | -8.9% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling