+53.0%
EXEL vs PEGA
-35.6%
+88.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -2.2% |
| 7D | +1.4% | -2.4% | +3.8% | +1.4% |
| 30D | +6.7% | +9.6% | -3.0% | +6.5% |
| 3M | +11.5% | +2.3% | +9.1% | +10.9% |
| 6M | +38.8% | -23.9% | +62.7% | +39.5% |
| YTD | +31.6% | -39.8% | +71.3% | +35.0% |
| 1Y | +53.0% | -37.4% | +90.4% | +60.2% |
| All | +53.0% | -35.6% | +88.6% | +60.2% |
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