+53.5%
F vs PEGA
+37.6%
+15.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.6% | +0.9% |
| 7D | -0.6% | -10.0% | +9.3% | +0.1% |
| 30D | +2.9% | -12.7% | +15.6% | +3.9% |
| 3M | -9.5% | -4.6% | -4.9% | -9.2% |
| 6M | +4.0% | -13.1% | +17.1% | +4.8% |
| YTD | -1.3% | -47.6% | +46.3% | +3.0% |
| 1Y | -1.9% | -47.0% | +45.1% | +2.1% |
| 3Y | +53.5% | +42.0% | +11.5% | +39.1% |
| All | +53.5% | +37.6% | +15.9% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling