+11.8%
KRE vs PEGA
-45.8%
+57.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -1.6% | -8.6% | +7.1% | 0.0% |
| 30D | +4.9% | -10.1% | +15.0% | +6.7% |
| 3M | -4.5% | -4.7% | +0.3% | -4.1% |
| 6M | +7.7% | -8.0% | +15.6% | +8.1% |
| YTD | +14.5% | -47.1% | +61.7% | +26.3% |
| 1Y | +21.5% | -47.5% | +69.0% | +34.0% |
| 3Y | +91.2% | +40.2% | +51.0% | +63.9% |
| 5Y | +11.8% | -45.7% | +57.5% | +10.7% |
| All | +11.8% | -45.8% | +57.6% | +10.7% |
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 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