-16.6%
KMB vs PEGA
-35.6%
+19.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.2% | -1.8% |
| 7D | -2.7% | -2.4% | -0.3% | -2.6% |
| 30D | -5.0% | +9.6% | -14.7% | -5.3% |
| 3M | +6.6% | +2.3% | +4.2% | +5.8% |
| 6M | +1.0% | -23.9% | +24.9% | +0.1% |
| YTD | +6.0% | -39.8% | +45.7% | +4.8% |
| 1Y | -16.6% | -37.4% | +20.8% | -16.5% |
| All | -16.6% | -35.6% | +19.0% | -16.5% |
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 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