-44.8%
IT vs PEGA
-47.9%
+3.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.2% | -3.2% | -6.3% |
| 7D | -9.1% | -2.4% | -6.7% | -8.5% |
| 30D | -7.0% | +9.6% | -16.6% | -9.2% |
| 3M | +7.6% | +2.3% | +5.3% | +6.7% |
| 6M | +2.1% | -23.9% | +26.0% | +8.5% |
| YTD | -31.6% | -39.8% | +8.2% | -23.7% |
| 1Y | -29.9% | -37.4% | +7.5% | -22.9% |
| 3Y | -51.3% | +53.1% | -104.4% | -57.9% |
| 5Y | -44.8% | -47.2% | +2.5% | -32.5% |
| All | -44.8% | -47.9% | +3.2% | -32.5% |
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