+51.9%
DOW vs PEGA
-44.4%
+96.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | -4.2% | -2.9% | -1.3% | -4.3% |
| 30D | +14.7% | -0.5% | +15.2% | +14.7% |
| 3M | +9.1% | +8.5% | +0.6% | +10.0% |
| 6M | -17.7% | -6.3% | -11.4% | -17.4% |
| YTD | +44.6% | -42.2% | +86.8% | +43.2% |
| 1Y | +51.9% | -43.4% | +95.3% | +57.1% |
| All | +51.9% | -44.4% | +96.3% | +57.1% |
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 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