+44.1%
IR vs PEGA
-45.3%
+89.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +1.9% |
| 7D | +3.7% | -4.5% | +8.2% | +4.4% |
| 30D | +7.4% | -5.7% | +13.1% | +8.2% |
| 3M | -5.9% | +2.6% | -8.5% | -6.8% |
| 6M | +5.6% | -10.6% | +16.2% | +6.3% |
| YTD | +4.8% | -45.5% | +50.3% | +14.0% |
| 1Y | +6.9% | -44.8% | +51.7% | +15.9% |
| 3Y | +27.6% | +45.5% | -18.0% | +8.6% |
| All | +44.1% | -45.3% | +89.5% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling