+12,471.5%
FIX vs PEGA
+479.3%
+11,992.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +6.0% | +3.3% | +2.7% | +5.6% |
| 30D | -7.2% | +17.7% | -25.0% | -9.3% |
| 3M | -15.9% | +5.8% | -21.6% | -17.2% |
| 6M | +12.7% | -20.3% | +33.0% | +14.3% |
| YTD | +72.8% | -37.1% | +109.9% | +79.6% |
| 1Y | +122.9% | -30.2% | +153.1% | +127.9% |
| 3Y | +774.3% | +48.1% | +726.2% | +699.2% |
| 5Y | +2,049.5% | -46.8% | +2,096.3% | +2,065.0% |
| 10Y | +5,821.5% | +191.3% | +5,630.1% | +4,850.6% |
| All | +12,471.5% | +479.3% | +11,992.2% | +8,445.6% |
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