+38.7%
EXPE vs PEGA
-30.0%
+68.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -9.5% | +3.3% | -12.8% | -10.5% |
| 30D | -6.6% | +17.7% | -24.4% | -11.8% |
| 3M | +31.4% | +5.8% | +25.6% | +27.2% |
| 6M | +35.2% | -20.3% | +55.4% | +42.5% |
| YTD | +5.8% | -37.1% | +42.9% | +18.7% |
| 1Y | +38.7% | -30.2% | +68.9% | +47.8% |
| All | +38.7% | -30.0% | +68.7% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling