+1,645.6%
KR vs PEGA
+1,154.6%
+491.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -2.2% |
| 7D | -1.3% | -2.4% | +1.1% | -1.2% |
| 30D | +1.5% | +9.6% | -8.1% | +1.1% |
| 3M | -8.5% | +2.3% | -10.9% | -8.7% |
| 6M | -21.9% | -23.9% | +2.0% | -21.3% |
| YTD | -6.9% | -39.8% | +32.9% | -5.5% |
| 1Y | -14.0% | -37.4% | +23.4% | -12.9% |
| 3Y | +30.3% | +53.1% | -22.8% | +25.7% |
| 5Y | +37.7% | -47.2% | +85.0% | +37.4% |
| 10Y | +125.2% | +174.3% | -49.2% | +106.5% |
| All | +1,645.6% | +1,154.6% | +491.0% | +1,288.7% |
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