+12.6%
IR vs PEGA
-47.6%
+60.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +4.6% |
| 7D | +5.0% | -10.0% | +15.0% | +4.9% |
| 30D | +10.3% | -12.7% | +23.0% | +10.2% |
| 3M | -0.1% | -4.6% | +4.5% | -0.2% |
| 6M | +14.8% | -13.1% | +27.8% | +14.9% |
| YTD | +9.7% | -47.6% | +57.3% | +12.1% |
| All | +12.6% | -47.6% | +60.1% | +15.0% |
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