-17.6%
KEYS vs PEGA
-4.0%
-13.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -1.7% |
| 7D | +9.4% | +0.1% | +9.3% | +9.6% |
| 30D | -16.8% | -4.1% | -12.6% | -17.5% |
| 3M | -15.9% | -2.8% | -13.0% | -15.8% |
| 6M | -17.6% | -0.4% | -17.1% | -13.1% |
| All | -17.6% | -4.0% | -13.6% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling