+135.5%
EXPE vs PEGA
+43.4%
+92.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -3.9% |
| 7D | -9.3% | -4.5% | -4.8% | -8.0% |
| 30D | +0.1% | -5.7% | +5.8% | +2.0% |
| 3M | -15.3% | +2.6% | -17.9% | -16.0% |
| 6M | +5.5% | -10.6% | +16.1% | +7.7% |
| YTD | -8.0% | -45.5% | +37.5% | +5.1% |
| 1Y | +18.9% | -44.8% | +63.7% | +35.3% |
| 3Y | +135.5% | +45.5% | +90.0% | +100.3% |
| All | +135.5% | +43.4% | +92.1% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling