+291.3%
IR vs PEGA
+46.0%
+245.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | -2.8% | +3.3% | -6.1% | -3.6% |
| 30D | -15.1% | +17.7% | -32.9% | -18.5% |
| 3M | +6.1% | +5.8% | +0.3% | +3.6% |
| 6M | -16.8% | -20.3% | +3.4% | -13.6% |
| YTD | -3.5% | -37.1% | +33.6% | +5.0% |
| 1Y | -3.5% | -30.2% | +26.7% | +1.5% |
| 3Y | +9.5% | +48.1% | -38.6% | -12.4% |
| 5Y | +45.1% | -46.8% | +91.9% | +58.3% |
| All | +291.3% | +46.0% | +245.2% | +173.8% |
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