+75.5%
EXPD vs PEGA
+48.6%
+26.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.4% |
| 7D | -4.8% | -1.6% | -3.2% | -4.7% |
| 30D | -1.5% | -3.0% | +1.4% | -1.4% |
| 3M | +4.1% | +5.8% | -1.7% | +3.8% |
| 6M | +24.0% | -8.8% | +32.8% | +24.3% |
| YTD | +27.4% | -43.5% | +70.9% | +30.9% |
| 1Y | +38.4% | -43.4% | +81.8% | +42.1% |
| All | +75.5% | +48.6% | +26.9% | +70.7% |
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