+178.5%
EXE vs PEGA
-47.2%
+225.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | +3.3% | -3.5% | -0.5% |
| 30D | +8.5% | +17.7% | -9.3% | +7.0% |
| 3M | +5.5% | +5.8% | -0.3% | +4.7% |
| 6M | -5.9% | -20.3% | +14.4% | -4.4% |
| YTD | -9.7% | -37.1% | +27.4% | -6.3% |
| 1Y | +3.6% | -30.2% | +33.8% | +5.9% |
| 3Y | +18.0% | +48.1% | -30.1% | +8.2% |
| 5Y | +109.4% | -46.8% | +156.2% | +106.4% |
| All | +178.5% | -47.2% | +225.7% | +163.4% |
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