+1,080.2%
KEYS vs PEGA
+292.9%
+787.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.9% |
| 7D | +4.4% | -2.4% | +6.8% | +5.0% |
| 30D | -2.2% | +9.6% | -11.8% | -4.9% |
| 3M | +0.5% | +2.3% | -1.8% | -1.7% |
| 6M | +22.4% | -23.9% | +46.3% | +28.2% |
| YTD | +64.1% | -39.8% | +103.9% | +81.4% |
| 1Y | +97.0% | -37.4% | +134.4% | +113.9% |
| 3Y | +152.0% | +53.1% | +98.9% | +94.7% |
| 5Y | +83.7% | -47.2% | +131.0% | +95.8% |
| 10Y | +997.9% | +174.3% | +823.5% | +534.7% |
| All | +1,080.2% | +292.9% | +787.3% | +535.5% |
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