+11.9%
IR vs PEGA
+49.4%
-37.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.4% |
| 7D | -2.8% | +3.3% | -6.1% | -3.2% |
| 30D | -15.1% | +17.7% | -32.9% | -16.9% |
| 3M | +6.1% | +5.8% | +0.3% | +5.0% |
| 6M | -16.8% | -20.3% | +3.4% | -14.7% |
| YTD | -3.5% | -37.1% | +33.6% | +2.1% |
| 1Y | -3.5% | -30.2% | +26.7% | -0.2% |
| All | +11.9% | +49.4% | -37.5% | -2.3% |
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