+47.2%
EXPD vs PEGA
-44.4%
+91.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +0.3% | -2.9% | +3.1% | +0.3% |
| 30D | +1.8% | -0.5% | +2.3% | +1.8% |
| 3M | +8.9% | +8.5% | +0.4% | +9.0% |
| 6M | +42.2% | -6.3% | +48.5% | +42.2% |
| YTD | +33.4% | -42.2% | +75.5% | +38.6% |
| 1Y | +47.2% | -43.4% | +90.6% | +54.0% |
| All | +47.2% | -44.4% | +91.6% | +54.0% |
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