+4.3%
EXE vs PEGA
-38.8%
+43.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.7% |
| 7D | -2.7% | -6.1% | +3.4% | -3.0% |
| 30D | -0.4% | +6.4% | -6.8% | 0.0% |
| 3M | +9.5% | +2.9% | +6.6% | +10.2% |
| 6M | -9.3% | -23.8% | +14.5% | -9.7% |
| YTD | -10.9% | -41.1% | +30.2% | -10.7% |
| 1Y | +4.3% | -38.2% | +42.5% | +4.2% |
| All | +4.3% | -38.8% | +43.1% | +4.2% |
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