+46.1%
ES vs PEGA
+48.6%
-2.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.1% |
| 7D | +5.9% | -1.6% | +7.5% | +5.9% |
| 30D | +10.2% | -3.0% | +13.2% | +10.2% |
| 3M | +0.4% | +5.8% | -5.4% | +0.3% |
| 6M | +6.9% | -8.8% | +15.7% | +6.9% |
| YTD | +10.5% | -43.5% | +54.0% | +11.8% |
| 1Y | +3.2% | -43.4% | +46.6% | +4.3% |
| All | +46.1% | +48.6% | -2.5% | +27.6% |
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 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