+55.9%
EXPD vs PEGA
-45.3%
+101.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.9% |
| 7D | -7.2% | -4.5% | -2.7% | -6.7% |
| 30D | -3.3% | -5.7% | +2.4% | -2.8% |
| 3M | +3.4% | +2.6% | +0.8% | +2.9% |
| 6M | +22.7% | -10.6% | +33.3% | +23.4% |
| YTD | +24.5% | -45.5% | +70.0% | +31.6% |
| 1Y | +38.6% | -44.8% | +83.4% | +46.2% |
| 3Y | +71.5% | +45.5% | +26.0% | +51.4% |
| All | +55.9% | -45.3% | +101.3% | +58.7% |
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 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