+152.1%
EXE vs PEGA
-55.6%
+207.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +1.5% | -8.6% | +10.2% | +2.2% |
| 30D | -0.2% | -10.1% | +9.9% | +0.6% |
| 3M | -9.2% | -4.7% | -4.5% | -9.1% |
| 6M | -7.2% | -8.0% | +0.7% | -7.1% |
| YTD | -18.3% | -47.1% | +28.9% | -14.2% |
| 1Y | -23.6% | -47.5% | +23.9% | -19.8% |
| 3Y | +21.9% | +40.2% | -18.3% | +11.8% |
| 5Y | +73.7% | -45.7% | +119.4% | +70.0% |
| All | +152.1% | -55.6% | +207.7% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling