+212.7%
KEEL vs PEGA
+52.0%
+160.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.0% | -9.2% | -7.7% |
| 7D | +2.7% | -5.3% | +8.0% | +3.9% |
| 30D | +4.6% | +8.3% | -3.7% | +1.8% |
| 3M | -34.5% | +8.9% | -43.4% | -37.4% |
| 6M | +59.3% | -19.7% | +79.0% | +67.5% |
| YTD | +46.4% | -39.9% | +86.3% | +67.8% |
| 1Y | +96.6% | -36.4% | +133.0% | +119.1% |
| All | +212.7% | +52.0% | +160.7% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling