+71.5%
EXPD vs PEGA
+43.6%
+27.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.1% |
| 7D | -7.2% | -4.5% | -2.7% | -7.0% |
| 30D | -3.3% | -5.7% | +2.4% | -3.0% |
| 3M | +3.4% | +2.7% | +0.7% | +3.2% |
| 6M | +22.7% | -10.5% | +33.2% | +23.1% |
| YTD | +24.5% | -45.4% | +70.0% | +28.2% |
| 1Y | +38.6% | -44.7% | +83.4% | +42.5% |
| 3Y | +71.5% | +45.7% | +25.8% | +67.2% |
| All | +71.5% | +43.6% | +27.9% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling