+34.0%
KR vs PEGA
+52.0%
-18.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.9% |
| 7D | -2.7% | -5.3% | +2.6% | -2.8% |
| 30D | +1.9% | +8.3% | -6.4% | +2.1% |
| 3M | -11.0% | +8.9% | -20.0% | -11.0% |
| 6M | -20.2% | -19.7% | -0.5% | -20.8% |
| YTD | -7.3% | -39.9% | +32.6% | -8.6% |
| 1Y | -13.1% | -36.4% | +23.3% | -14.2% |
| All | +34.0% | +52.0% | -18.0% | +27.8% |
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