+312.2%
KEEL vs PEGA
+3.6%
+308.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.2% | +11.7% | +9.3% |
| 7D | +21.5% | -2.4% | +23.9% | +22.6% |
| 30D | -3.9% | +9.6% | -13.5% | -8.9% |
| 3M | -34.1% | +2.3% | -36.4% | -37.7% |
| 6M | +82.8% | -23.9% | +106.7% | +97.2% |
| YTD | +58.7% | -39.8% | +98.5% | +89.9% |
| 1Y | +191.4% | -37.4% | +228.8% | +235.3% |
| 3Y | +205.7% | +53.1% | +152.6% | +90.3% |
| 5Y | -37.0% | -47.2% | +10.2% | -37.1% |
| All | +312.2% | +3.6% | +308.5% | +355.8% |
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