-45.3%
KEEL vs PEGA
-44.4%
-0.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -13.6% | -2.9% | -10.7% | -13.6% |
| 30D | -39.1% | -0.5% | -38.6% | -39.1% |
| 3M | -48.9% | +8.5% | -57.4% | -49.2% |
| 6M | -35.4% | -6.3% | -29.1% | -32.4% |
| YTD | -10.6% | -42.2% | +31.6% | +4.9% |
| 1Y | -45.3% | -43.4% | -1.9% | -34.0% |
| All | -45.3% | -44.4% | -0.9% | -34.0% |
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 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