+31.0%
F vs PEGA
-30.0%
+61.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.5% |
| 7D | +5.3% | +3.3% | +2.0% | +5.2% |
| 30D | +4.6% | +17.7% | -13.2% | +4.0% |
| 3M | -3.7% | +5.8% | -9.5% | -4.0% |
| 6M | +16.8% | -20.3% | +37.1% | +17.6% |
| YTD | +15.3% | -37.1% | +52.4% | +17.7% |
| 1Y | +31.0% | -30.2% | +61.2% | +29.8% |
| All | +31.0% | -30.0% | +61.0% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling