-10.8%
DOW vs PEGA
+17.1%
-27.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.8% |
| 7D | -2.4% | +3.3% | -5.7% | -3.0% |
| 30D | +0.4% | +17.7% | -17.4% | -3.0% |
| 3M | -14.4% | +5.8% | -20.2% | -16.0% |
| 6M | -7.0% | -20.3% | +13.3% | -4.0% |
| YTD | +30.2% | -37.1% | +67.3% | +40.2% |
| 1Y | +29.2% | -30.2% | +59.4% | +35.0% |
| 3Y | -36.7% | +48.1% | -84.8% | -48.6% |
| 5Y | -37.7% | -46.8% | +9.1% | -27.4% |
| All | -10.8% | +17.1% | -27.9% | -38.5% |
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