+481.1%
IT vs PEGA
+1,005.9%
-524.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -7.5% | -8.2% | +0.7% | -6.3% |
| 30D | -1.2% | -11.6% | +10.4% | +0.7% |
| 3M | -2.2% | -4.2% | +2.0% | -1.4% |
| 6M | +19.1% | -12.0% | +31.1% | +21.7% |
| YTD | -25.1% | -46.9% | +21.8% | -18.0% |
| 1Y | -17.4% | -47.0% | +29.6% | -9.6% |
| 3Y | -54.1% | +40.9% | -95.0% | -57.2% |
| 5Y | -42.7% | -45.4% | +2.7% | -40.9% |
| 10Y | +88.1% | +95.9% | -7.8% | +64.2% |
| All | +481.1% | +1,005.9% | -524.9% | +202.0% |
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