+177.6%
KEEL vs PEGA
-30.0%
+207.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.5% | +3.6% |
| 7D | +7.8% | +3.3% | +4.5% | +7.7% |
| 30D | -11.7% | +17.7% | -29.5% | -12.0% |
| 3M | -41.5% | +5.8% | -47.3% | -39.7% |
| 6M | +54.9% | -20.3% | +75.2% | +71.7% |
| YTD | +47.7% | -37.1% | +84.8% | +62.6% |
| 1Y | +177.6% | -30.2% | +207.8% | +224.5% |
| All | +177.6% | -30.0% | +207.6% | +224.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling