+40.4%
EXC vs PEGA
-44.5%
+84.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +8.6% | -4.1% | +12.7% | +8.7% |
| 3M | +2.4% | -2.8% | +5.2% | +2.4% |
| 6M | +6.5% | -0.4% | +6.9% | +6.3% |
| YTD | +9.0% | -45.4% | +54.4% | +10.4% |
| 1Y | +4.6% | -42.6% | +47.2% | +5.7% |
| 3Y | +33.5% | +45.4% | -11.9% | +26.8% |
| All | +40.4% | -44.5% | +84.9% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling