+76.3%
DE vs PEGA
+49.1%
+27.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.5% |
| 7D | -3.0% | -6.1% | +3.1% | -2.9% |
| 30D | +11.1% | +6.4% | +4.8% | +11.0% |
| 3M | +17.6% | +2.9% | +14.7% | +17.6% |
| 6M | +13.6% | -23.8% | +37.4% | +15.2% |
| YTD | +46.3% | -41.1% | +87.3% | +50.8% |
| 1Y | +44.2% | -38.2% | +82.4% | +47.7% |
| All | +76.3% | +49.1% | +27.2% | +73.1% |
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