+300.1%
EXEL vs PEGA
+1,978.1%
-1,678.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +8.4% | +3.3% | +5.1% | +7.7% |
| 30D | +4.1% | +17.7% | -13.7% | +0.7% |
| 3M | +12.4% | +5.8% | +6.6% | +10.3% |
| 6M | +41.5% | -20.3% | +61.8% | +45.5% |
| YTD | +34.6% | -37.1% | +71.8% | +43.8% |
| 1Y | +57.9% | -30.2% | +88.1% | +64.3% |
| 3Y | +159.5% | +48.1% | +111.4% | +119.4% |
| 5Y | +198.5% | -46.8% | +245.3% | +197.3% |
| 10Y | +411.4% | +191.3% | +220.0% | +249.4% |
| All | +300.1% | +1,978.1% | -1,678.1% | +83.4% |
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