+855.0%
EXPE vs PEGA
+2,556.7%
-1,701.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -9.5% | +3.3% | -12.8% | -10.4% |
| 30D | -6.6% | +17.7% | -24.4% | -11.4% |
| 3M | +31.4% | +5.8% | +25.6% | +28.0% |
| 6M | +35.2% | -20.3% | +55.4% | +42.6% |
| YTD | +5.8% | -37.1% | +42.9% | +19.0% |
| 1Y | +38.7% | -30.2% | +68.9% | +50.3% |
| 3Y | +175.8% | +48.1% | +127.7% | +123.3% |
| 5Y | +111.8% | -46.8% | +158.6% | +120.6% |
| 10Y | +179.7% | +191.3% | -11.6% | +74.3% |
| All | +855.0% | +2,556.7% | -1,701.7% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling