+23.7%
EXC vs PEGA
+49.4%
-25.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | +0.3% | +3.3% | -3.0% | +0.3% |
| 30D | -3.7% | +17.7% | -21.5% | -3.7% |
| 3M | -1.3% | +5.8% | -7.1% | -1.3% |
| 6M | -9.7% | -20.3% | +10.5% | -9.6% |
| YTD | +2.9% | -37.1% | +40.0% | +2.7% |
| 1Y | +4.4% | -30.2% | +34.6% | +4.2% |
| All | +23.7% | +49.4% | -25.7% | +12.8% |
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