+121.6%
KRE vs PEGA
+180.6%
-58.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -1.4% | -5.3% | +3.9% | -0.1% |
| 30D | -3.9% | +8.3% | -12.2% | -6.0% |
| 3M | +3.6% | +8.9% | -5.3% | +0.4% |
| 6M | +15.4% | -19.7% | +35.1% | +19.8% |
| YTD | +15.2% | -39.9% | +55.1% | +27.5% |
| 1Y | +16.5% | -36.4% | +52.8% | +26.0% |
| 3Y | +85.2% | +52.8% | +32.4% | +46.3% |
| 5Y | +33.1% | -45.7% | +78.8% | +41.0% |
| All | +121.6% | +180.6% | -58.9% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling