+13,513.0%
EXPD vs PEGA
+1,076.4%
+12,436.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.2% |
| 7D | -4.8% | -1.6% | -3.2% | -4.6% |
| 30D | -1.5% | -3.0% | +1.4% | -1.3% |
| 3M | +4.1% | +5.8% | -1.7% | +3.3% |
| 6M | +24.0% | -8.8% | +32.8% | +24.4% |
| YTD | +27.4% | -43.5% | +70.9% | +33.4% |
| 1Y | +38.4% | -43.4% | +81.8% | +44.8% |
| 3Y | +73.2% | +48.6% | +24.6% | +58.8% |
| 5Y | +59.9% | -43.3% | +103.2% | +58.5% |
| 10Y | +319.9% | +109.7% | +210.2% | +260.1% |
| All | +13,513.0% | +1,076.4% | +12,436.6% | +8,392.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling