+61.3%
EXE vs PEGA
-45.3%
+106.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | -6.6% | -4.5% | -2.1% | -6.2% |
| 30D | -4.0% | -5.7% | +1.7% | -3.6% |
| 3M | -7.5% | +2.7% | -10.1% | -7.8% |
| 6M | -11.7% | -10.5% | -1.1% | -11.3% |
| YTD | -22.0% | -45.4% | +23.4% | -18.3% |
| 1Y | -21.8% | -44.7% | +22.9% | -18.2% |
| 3Y | +8.0% | +45.7% | -37.6% | -1.4% |
| All | +61.3% | -45.3% | +106.6% | +65.8% |
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