+155.8%
KRE vs PEGA
+2,195.3%
-2,039.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +1.3% | +3.3% | -2.0% | +0.4% |
| 30D | -2.7% | +17.7% | -20.4% | -7.2% |
| 3M | +8.2% | +5.8% | +2.4% | +5.2% |
| 6M | +12.8% | -20.3% | +33.1% | +17.6% |
| YTD | +17.5% | -37.1% | +54.6% | +29.2% |
| 1Y | +16.6% | -30.2% | +46.8% | +23.5% |
| 3Y | +79.5% | +48.1% | +31.4% | +42.8% |
| 5Y | +32.4% | -46.8% | +79.2% | +34.7% |
| 10Y | +124.1% | +191.3% | -67.2% | +28.9% |
| All | +155.8% | +2,195.3% | -2,039.5% | -40.9% |
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