+730.7%
EXPE vs PEGA
+2,204.0%
-1,473.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -3.8% |
| 7D | -9.3% | -4.5% | -4.8% | -7.9% |
| 30D | +0.1% | -5.7% | +5.8% | +2.1% |
| 3M | -15.3% | +2.6% | -17.9% | -16.2% |
| 6M | +5.5% | -10.6% | +16.1% | +8.0% |
| YTD | -8.0% | -45.5% | +37.5% | +8.1% |
| 1Y | +18.9% | -44.8% | +63.7% | +39.0% |
| 3Y | +135.5% | +45.5% | +90.0% | +92.1% |
| 5Y | +44.3% | -45.3% | +89.6% | +49.4% |
| 10Y | +117.7% | +102.4% | +15.4% | +50.9% |
| All | +730.7% | +2,204.0% | -1,473.3% | +149.0% |
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