+29.2%
DOW vs PEGA
-30.0%
+59.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -3.1% |
| 7D | -2.4% | +3.3% | -5.7% | -2.3% |
| 30D | +0.4% | +17.7% | -17.4% | +1.1% |
| 3M | -14.4% | +5.8% | -20.2% | -13.7% |
| 6M | -7.0% | -20.3% | +13.3% | -6.7% |
| YTD | +30.2% | -37.1% | +67.3% | +34.4% |
| 1Y | +29.2% | -30.2% | +59.4% | +28.6% |
| All | +29.2% | -30.0% | +59.2% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling