+662.4%
KMB vs PEGA
+1,209.2%
-546.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -3.0% | +3.3% | -6.3% | -3.2% |
| 30D | -5.5% | +17.7% | -23.2% | -6.1% |
| 3M | +14.0% | +5.8% | +8.2% | +13.6% |
| 6M | +4.1% | -20.3% | +24.3% | +4.7% |
| YTD | +8.0% | -37.1% | +45.2% | +9.5% |
| 1Y | -13.7% | -30.2% | +16.5% | -13.0% |
| 3Y | -5.9% | +48.1% | -54.1% | -8.9% |
| 5Y | -8.6% | -46.8% | +38.2% | -8.8% |
| 10Y | +17.3% | +191.3% | -174.0% | +8.8% |
| All | +662.4% | +1,209.2% | -546.9% | +517.7% |
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