-6.2%
DOW vs PEGA
-2.4%
-3.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.6% |
| 7D | -9.4% | -10.0% | +0.6% | -7.6% |
| 30D | +8.9% | -12.7% | +21.6% | +11.7% |
| 3M | +6.7% | -4.6% | +11.3% | +7.3% |
| 6M | -14.2% | -13.1% | -1.1% | -13.0% |
| YTD | +36.9% | -47.6% | +84.5% | +52.4% |
| 1Y | +45.8% | -47.0% | +92.8% | +61.6% |
| 3Y | -23.9% | +42.0% | -65.9% | -38.5% |
| 5Y | -30.8% | -47.8% | +17.1% | -23.3% |
| All | -6.2% | -2.4% | -3.9% | -33.1% |
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 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