+149.3%
KRE vs PEGA
+1,830.2%
-1,680.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -1.6% | -8.6% | +7.1% | +0.8% |
| 30D | +4.9% | -10.1% | +15.0% | +7.7% |
| 3M | -4.5% | -4.7% | +0.3% | -3.9% |
| 6M | +7.7% | -8.0% | +15.6% | +8.1% |
| YTD | +14.5% | -47.1% | +61.7% | +31.5% |
| 1Y | +21.5% | -47.5% | +69.0% | +39.5% |
| 3Y | +91.2% | +40.2% | +51.0% | +53.5% |
| 5Y | +11.8% | -45.7% | +57.5% | +11.8% |
| 10Y | +89.3% | +85.1% | +4.3% | +24.1% |
| All | +149.3% | +1,830.2% | -1,680.9% | -39.9% |
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