-15.8%
F vs PEGA
-45.3%
+29.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.1% |
| 7D | +1.6% | -4.5% | +6.1% | +2.3% |
| 30D | +2.6% | -5.7% | +8.3% | +3.5% |
| 3M | -8.8% | +2.6% | -11.4% | -9.4% |
| 6M | +4.6% | -10.6% | +15.2% | +5.6% |
| YTD | -1.9% | -45.5% | +43.6% | +6.9% |
| 1Y | -0.8% | -44.8% | +44.0% | +7.8% |
| 3Y | +43.5% | +45.5% | -2.1% | +17.5% |
| All | -15.8% | -45.3% | +29.5% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling