+378.5%
EXEL vs PEGA
+1,655.4%
-1,276.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -2.4% | -8.2% | +5.8% | -0.8% |
| 30D | +17.9% | -11.6% | +29.5% | +20.6% |
| 3M | +33.3% | -4.2% | +37.4% | +33.7% |
| 6M | +46.6% | -12.0% | +58.5% | +48.2% |
| YTD | +61.0% | -46.9% | +107.9% | +77.1% |
| 1Y | +70.4% | -47.0% | +117.4% | +87.3% |
| 3Y | +236.1% | +40.9% | +195.2% | +185.7% |
| 5Y | +284.8% | -45.4% | +330.2% | +279.0% |
| 10Y | +348.4% | +95.9% | +252.5% | +231.7% |
| All | +378.5% | +1,655.4% | -1,276.9% | +125.9% |
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