+5.5%
EXPE vs PEGA
-12.0%
+17.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -3.5% |
| 7D | -9.3% | -4.5% | -4.8% | -7.4% |
| 30D | +0.1% | -5.7% | +5.8% | +2.8% |
| 3M | -15.3% | +2.7% | -18.0% | -15.9% |
| 6M | +5.5% | -10.5% | +16.0% | +6.4% |
| All | +5.5% | -12.0% | +17.5% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling