+21.6%
EXE vs PEGA
+55.9%
-34.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | +3.3% | -3.5% | -0.4% |
| 30D | +8.5% | +17.7% | -9.3% | +7.4% |
| 3M | +5.5% | +5.8% | -0.3% | +5.1% |
| 6M | -5.9% | -20.3% | +14.4% | -4.4% |
| YTD | -9.7% | -37.1% | +27.4% | -6.4% |
| 1Y | +3.6% | -30.2% | +33.8% | +5.8% |
| All | +21.6% | +55.9% | -34.4% | +11.5% |
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