-18.9%
EXE vs PEGA
-44.4%
+25.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.7% | -2.9% | -1.8% | -4.8% |
| 30D | +1.0% | -0.5% | +1.5% | +1.0% |
| 3M | -5.6% | +8.5% | -14.1% | -5.1% |
| 6M | -12.3% | -6.3% | -6.0% | -12.0% |
| YTD | -19.5% | -42.2% | +22.7% | -18.8% |
| 1Y | -18.9% | -43.4% | +24.6% | -17.0% |
| All | -18.9% | -44.4% | +25.6% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling