+60.3%
EXPD vs PEGA
-47.0%
+107.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.1% |
| 7D | -5.5% | -10.0% | +4.5% | -4.5% |
| 30D | -1.9% | -12.7% | +10.8% | -0.6% |
| 3M | +6.1% | -4.6% | +10.7% | +6.3% |
| 6M | +21.6% | -13.1% | +34.7% | +22.7% |
| YTD | +27.9% | -47.6% | +75.5% | +35.7% |
| 1Y | +39.4% | -47.0% | +86.4% | +47.6% |
| 3Y | +72.7% | +42.0% | +30.7% | +52.7% |
| 5Y | +60.3% | -47.8% | +108.1% | +63.7% |
| All | +60.3% | -47.0% | +107.3% | +63.7% |
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