+63.1%
DD vs PEGA
-47.9%
+111.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.4% |
| 7D | -0.6% | -2.4% | +1.8% | -0.3% |
| 30D | -7.4% | +9.6% | -17.0% | -8.7% |
| 3M | -6.4% | +2.3% | -8.8% | -7.2% |
| 6M | -2.5% | -23.9% | +21.4% | +0.5% |
| YTD | +10.2% | -39.8% | +50.0% | +17.2% |
| 1Y | +36.9% | -37.4% | +74.4% | +44.0% |
| 3Y | +47.0% | +53.1% | -6.1% | +27.6% |
| 5Y | +63.1% | -47.2% | +110.4% | +77.3% |
| All | +63.1% | -47.9% | +111.1% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling