+473.4%
IT vs PEGA
+1,209.2%
-735.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.5% |
| 7D | -6.0% | +3.3% | -9.3% | -6.5% |
| 30D | 0.0% | +17.7% | -17.7% | -2.3% |
| 3M | +13.1% | +5.8% | +7.3% | +12.2% |
| 6M | +11.7% | -20.3% | +32.0% | +15.3% |
| YTD | -26.1% | -37.1% | +11.0% | -21.2% |
| 1Y | -21.3% | -30.2% | +8.9% | -17.5% |
| 3Y | -46.7% | +48.1% | -94.9% | -50.9% |
| 5Y | -40.5% | -46.8% | +6.3% | -38.8% |
| 10Y | +103.9% | +191.3% | -87.4% | +68.7% |
| All | +473.4% | +1,209.2% | -735.9% | +190.3% |
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