+146.7%
KEYS vs PEGA
+44.6%
+102.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -0.6% |
| 7D | +16.7% | -4.6% | +21.3% | +17.2% |
| 30D | -17.8% | -6.8% | -11.0% | -17.4% |
| 3M | -14.2% | +2.6% | -16.7% | -15.0% |
| 6M | -15.9% | -5.4% | -10.5% | -16.3% |
| YTD | +49.7% | -46.0% | +95.8% | +62.5% |
| 1Y | +65.3% | -45.6% | +110.9% | +79.0% |
| All | +146.7% | +44.6% | +102.1% | +120.3% |
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 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