+827.4%
DD vs PEGA
+1,005.9%
-178.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +2.2% | -8.2% | +10.4% | +3.1% |
| 30D | +20.7% | -11.6% | +32.2% | +22.1% |
| 3M | +11.3% | -4.2% | +15.5% | +11.5% |
| 6M | +6.0% | -12.0% | +17.9% | +6.6% |
| YTD | +31.7% | -46.9% | +78.6% | +38.6% |
| 1Y | +32.2% | -47.0% | +79.2% | +39.2% |
| 3Y | +92.7% | +40.9% | +51.8% | +78.8% |
| 5Y | +72.1% | -45.4% | +117.5% | +71.9% |
| 10Y | +99.7% | +95.9% | +3.7% | +76.1% |
| All | +827.4% | +1,005.9% | -178.5% | +541.3% |
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 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