+60.1%
EXPD vs PEGA
-44.5%
+104.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.6% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | -0.8% | -4.1% | +3.3% | -0.5% |
| 3M | +4.1% | -2.8% | +7.0% | +4.3% |
| 6M | +25.7% | -0.4% | +26.1% | +25.0% |
| YTD | +31.4% | -45.4% | +76.8% | +38.8% |
| 1Y | +42.2% | -42.6% | +84.8% | +49.2% |
| 3Y | +77.2% | +45.4% | +31.8% | +56.5% |
| All | +60.1% | -44.5% | +104.6% | +62.2% |
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 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