+52.8%
ES vs PEGA
+41.6%
+11.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.3% |
| 7D | +0.1% | -8.6% | +8.8% | +0.3% |
| 30D | +6.7% | -10.1% | +16.8% | +6.9% |
| 3M | +0.3% | -4.7% | +5.1% | +0.4% |
| 6M | +7.4% | -8.0% | +15.4% | +7.4% |
| YTD | +8.4% | -47.1% | +55.5% | +9.7% |
| 1Y | +0.6% | -47.5% | +48.1% | +1.8% |
| All | +52.8% | +41.6% | +11.2% | +37.8% |
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