+47.3%
EXPE vs PEGA
-44.5%
+91.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -6.1% | -4.1% | -1.9% | -4.8% |
| 3M | -21.3% | -2.8% | -18.5% | -20.7% |
| 6M | +19.0% | -0.4% | +19.4% | +17.9% |
| YTD | -8.4% | -45.4% | +37.0% | +6.8% |
| 1Y | -2.8% | -42.6% | +39.8% | +11.7% |
| 3Y | +120.8% | +45.4% | +75.3% | +80.0% |
| All | +47.3% | -44.5% | +91.8% | +57.0% |
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