-8.0%
KMB vs PEGA
-46.5%
+38.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -3.0% | +3.3% | -6.3% | -3.1% |
| 30D | -5.5% | +17.7% | -23.2% | -5.7% |
| 3M | +14.0% | +5.8% | +8.2% | +13.7% |
| 6M | +4.1% | -20.3% | +24.3% | +4.1% |
| YTD | +8.0% | -37.1% | +45.2% | +8.3% |
| 1Y | -13.7% | -30.2% | +16.5% | -13.6% |
| 3Y | -5.9% | +48.1% | -54.1% | -8.4% |
| All | -8.0% | -46.5% | +38.4% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling