-42.1%
KWEB vs PEGA
-45.0%
+2.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -5.6% | -3.0% | -2.6% | -5.0% |
| 30D | -10.7% | +15.9% | -26.6% | -13.6% |
| 3M | -7.4% | +10.8% | -18.3% | -10.1% |
| 6M | -19.3% | -16.5% | -2.8% | -17.2% |
| YTD | -27.8% | -39.0% | +11.3% | -21.3% |
| 1Y | -35.9% | -37.3% | +1.3% | -31.1% |
| 3Y | -1.9% | +59.2% | -61.1% | -24.1% |
| All | -42.1% | -45.0% | +2.9% | -26.9% |
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 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