+11.1%
KMB vs PEGA
-47.0%
+58.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.1% | -8.6% | +8.7% | +0.5% |
| 30D | +10.2% | -10.1% | +20.3% | +10.7% |
| 3M | +1.5% | -4.7% | +6.2% | +1.8% |
| 6M | +16.6% | -8.0% | +24.6% | +16.5% |
| YTD | +12.1% | -47.1% | +59.2% | +7.9% |
| 1Y | +11.1% | -47.5% | +58.5% | +7.1% |
| All | +11.1% | -47.0% | +58.1% | +7.1% |
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 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