+270.8%
EXEL vs PEGA
-45.3%
+316.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.7% | +1.6% |
| 7D | +0.3% | -4.5% | +4.8% | +0.7% |
| 30D | +19.0% | -5.7% | +24.7% | +19.7% |
| 3M | +33.3% | +2.7% | +30.6% | +32.7% |
| 6M | +42.9% | -10.5% | +53.4% | +43.5% |
| YTD | +58.7% | -45.4% | +104.2% | +67.1% |
| 1Y | +70.5% | -44.7% | +115.2% | +79.1% |
| 3Y | +233.8% | +45.7% | +188.2% | +197.2% |
| All | +270.8% | -45.3% | +316.1% | +307.5% |
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 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