+45.7%
FIVE vs PEGA
+41.6%
+4.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -0.5% | -8.6% | +8.1% | +0.9% |
| 30D | +17.4% | -10.1% | +27.5% | +19.2% |
| 3M | +7.0% | -4.7% | +11.8% | +7.4% |
| 6M | +20.5% | -8.0% | +28.4% | +20.8% |
| YTD | +33.1% | -47.1% | +80.3% | +46.2% |
| 1Y | +67.1% | -47.5% | +114.5% | +83.5% |
| All | +45.7% | +41.6% | +4.1% | +29.4% |
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