+677.9%
DD vs PEGA
+1,209.2%
-531.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.5% |
| 7D | -3.5% | +3.3% | -6.8% | -3.8% |
| 30D | -10.3% | +17.7% | -28.1% | -11.9% |
| 3M | -7.5% | +5.8% | -13.3% | -8.5% |
| 6M | -8.0% | -20.3% | +12.2% | -6.5% |
| YTD | +10.5% | -37.1% | +47.6% | +14.5% |
| 1Y | +38.3% | -30.2% | +68.5% | +41.4% |
| 3Y | +42.5% | +48.1% | -5.6% | +31.7% |
| 5Y | +60.2% | -46.8% | +107.0% | +60.6% |
| 10Y | +68.9% | +191.3% | -122.5% | +43.7% |
| All | +677.9% | +1,209.2% | -531.3% | +429.6% |
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