+27.6%
IR vs PEGA
+43.4%
-15.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +1.8% |
| 7D | +3.7% | -4.5% | +8.2% | +4.2% |
| 30D | +7.4% | -5.7% | +13.1% | +7.9% |
| 3M | -5.9% | +2.6% | -8.5% | -6.6% |
| 6M | +5.6% | -10.6% | +16.2% | +6.2% |
| YTD | +4.8% | -45.5% | +50.3% | +12.2% |
| 1Y | +6.9% | -44.8% | +51.7% | +14.1% |
| 3Y | +27.6% | +45.5% | -18.0% | +17.2% |
| All | +27.6% | +43.4% | -15.9% | +17.2% |
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