+75.0%
KEEL vs PEGA
-36.0%
+111.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.8% |
| 7D | +2.9% | -3.0% | +5.9% | +2.9% |
| 30D | +0.8% | +15.9% | -15.0% | +0.7% |
| 3M | -35.3% | +10.8% | -46.2% | -34.8% |
| 6M | +59.4% | -16.5% | +75.9% | +72.7% |
| YTD | +51.9% | -39.0% | +90.9% | +65.4% |
| 1Y | +75.0% | -37.3% | +112.3% | +105.3% |
| All | +75.0% | -36.0% | +111.0% | +105.3% |
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 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