+91.3%
KEYS vs PEGA
-37.1%
+128.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.5% |
| 7D | +0.9% | -5.3% | +6.2% | +0.6% |
| 30D | -5.3% | +8.3% | -13.5% | -4.7% |
| 3M | +0.5% | +8.9% | -8.4% | +2.3% |
| 6M | +14.0% | -19.7% | +33.8% | +18.4% |
| YTD | +60.3% | -39.9% | +100.2% | +73.0% |
| 1Y | +91.3% | -36.4% | +127.7% | +101.9% |
| All | +91.3% | -37.1% | +128.5% | +101.9% |
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