+766.1%
DD vs PEGA
+1,036.4%
-270.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.5% |
| 7D | +4.6% | -4.5% | +9.1% | +5.1% |
| 30D | +11.8% | -5.7% | +17.5% | +12.4% |
| 3M | +2.2% | +2.7% | -0.5% | +1.6% |
| 6M | -1.6% | -10.5% | +8.9% | -1.2% |
| YTD | +23.0% | -45.4% | +68.4% | +29.2% |
| 1Y | +26.9% | -44.7% | +71.7% | +33.1% |
| 3Y | +77.9% | +45.7% | +32.2% | +64.5% |
| 5Y | +59.9% | -45.3% | +105.2% | +59.7% |
| 10Y | +90.1% | +102.6% | -12.5% | +67.1% |
| All | +766.1% | +1,036.4% | -270.3% | +497.4% |
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