+57.9%
EXEL vs PEGA
-30.0%
+87.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +8.4% | +3.3% | +5.1% | +8.3% |
| 30D | +4.1% | +17.7% | -13.7% | +3.8% |
| 3M | +12.4% | +5.8% | +6.6% | +11.7% |
| 6M | +41.5% | -20.3% | +61.8% | +42.1% |
| YTD | +34.6% | -37.1% | +71.8% | +37.9% |
| 1Y | +57.9% | -30.2% | +88.1% | +61.8% |
| All | +57.9% | -30.0% | +87.9% | +61.8% |
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 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