+487.5%
IT vs PEGA
+991.9%
-504.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.1% |
| 7D | -18.8% | -10.0% | -8.8% | -17.5% |
| 30D | -0.1% | -12.7% | +12.6% | +2.0% |
| 3M | +2.9% | -4.6% | +7.5% | +3.8% |
| 6M | +20.4% | -13.1% | +33.5% | +23.2% |
| YTD | -24.3% | -47.6% | +23.3% | -16.9% |
| 1Y | -17.2% | -47.0% | +29.9% | -9.4% |
| 3Y | -52.4% | +42.0% | -94.4% | -55.7% |
| 5Y | -43.7% | -47.8% | +4.1% | -41.6% |
| 10Y | +90.3% | +92.0% | -1.7% | +66.5% |
| All | +487.5% | +991.9% | -504.4% | +206.0% |
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