+149.4%
KEYS vs PEGA
+49.1%
+100.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.5% |
| 7D | +2.9% | -6.1% | +9.1% | +3.6% |
| 30D | -1.3% | +6.4% | -7.7% | -2.2% |
| 3M | -0.1% | +2.9% | -3.0% | -0.8% |
| 6M | +17.4% | -23.8% | +41.2% | +21.8% |
| YTD | +62.9% | -41.1% | +104.0% | +76.2% |
| 1Y | +95.7% | -38.2% | +134.0% | +108.9% |
| All | +149.4% | +49.1% | +100.3% | +119.7% |
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