+1.6%
KMB vs PEGA
+43.4%
-41.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.6% | -1.8% |
| 7D | +0.5% | -4.5% | +5.0% | +0.5% |
| 30D | +12.4% | -5.7% | +18.1% | +12.4% |
| 3M | +1.0% | +2.6% | -1.6% | +1.1% |
| 6M | +12.1% | -10.6% | +22.7% | +11.9% |
| YTD | +11.6% | -45.5% | +57.1% | +10.2% |
| 1Y | +13.1% | -44.8% | +57.9% | +11.7% |
| 3Y | +1.6% | +45.5% | -44.0% | +2.4% |
| All | +1.6% | +43.4% | -41.9% | +2.4% |
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