+62.8%
EXPD vs PEGA
-46.5%
+109.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | -1.1% | +3.3% | -4.4% | -1.5% |
| 30D | +4.1% | +17.7% | -13.7% | +2.3% |
| 3M | +17.9% | +5.8% | +12.1% | +16.8% |
| 6M | +29.2% | -20.3% | +49.5% | +31.6% |
| YTD | +27.4% | -37.1% | +64.5% | +32.8% |
| 1Y | +56.8% | -30.2% | +87.0% | +60.7% |
| 3Y | +68.0% | +48.1% | +19.9% | +49.7% |
| All | +62.8% | -46.5% | +109.2% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling