-23.1%
EXE vs PEGA
-44.6%
+21.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.9% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | -2.2% | -4.1% | +1.9% | -2.4% |
| 3M | -5.9% | -2.8% | -3.1% | -5.9% |
| 6M | -5.7% | -0.4% | -5.3% | -5.1% |
| YTD | -17.8% | -45.4% | +27.6% | -18.1% |
| 1Y | -23.1% | -42.6% | +19.5% | -23.2% |
| All | -23.1% | -44.6% | +21.4% | -23.2% |
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