+371.7%
EXEL vs PEGA
+1,703.9%
-1,332.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.7% | +1.9% |
| 7D | +0.3% | -4.5% | +4.8% | +1.2% |
| 30D | +19.0% | -5.7% | +24.7% | +20.3% |
| 3M | +33.3% | +2.7% | +30.6% | +32.0% |
| 6M | +42.9% | -10.5% | +53.4% | +44.0% |
| YTD | +58.7% | -45.4% | +104.2% | +73.8% |
| 1Y | +70.5% | -44.7% | +115.2% | +86.0% |
| 3Y | +233.8% | +45.7% | +188.2% | +182.0% |
| 5Y | +259.3% | -45.3% | +304.6% | +254.1% |
| 10Y | +484.1% | +102.6% | +381.6% | +329.7% |
| All | +371.7% | +1,703.9% | -1,332.2% | +121.6% |
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