+50.0%
EXPE vs PEGA
-44.4%
+94.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.5% | +10.5% |
| 7D | +14.6% | -2.9% | +17.5% | +15.8% |
| 30D | +21.4% | -0.5% | +21.9% | +21.7% |
| 3M | +1.4% | +8.5% | -7.1% | -1.9% |
| 6M | +28.6% | -6.3% | +34.9% | +29.5% |
| YTD | +12.1% | -42.2% | +54.3% | +34.6% |
| 1Y | +50.0% | -43.4% | +93.5% | +92.6% |
| All | +50.0% | -44.4% | +94.5% | +92.6% |
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