+41.8%
ES vs PEGA
+43.4%
-1.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.8% |
| 7D | +1.9% | -4.5% | +6.4% | +2.0% |
| 30D | +7.1% | -5.7% | +12.7% | +7.1% |
| 3M | -1.9% | +2.6% | -4.5% | -2.0% |
| 6M | +4.4% | -10.6% | +14.9% | +4.4% |
| YTD | +7.3% | -45.5% | +52.8% | +8.6% |
| 1Y | +2.1% | -44.8% | +46.9% | +3.3% |
| 3Y | +41.8% | +45.5% | -3.7% | +24.0% |
| All | +41.8% | +43.4% | -1.6% | +24.0% |
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