+7,102.9%
LOW vs PEGA
+1,209.2%
+5,893.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.4% |
| 7D | -1.7% | +3.3% | -5.0% | -2.1% |
| 30D | -7.0% | +17.7% | -24.8% | -8.7% |
| 3M | -0.9% | +5.8% | -6.7% | -1.8% |
| 6M | -20.1% | -20.3% | +0.2% | -18.7% |
| YTD | -13.9% | -37.1% | +23.2% | -10.6% |
| 1Y | -21.1% | -30.2% | +9.1% | -19.3% |
| 3Y | -6.6% | +48.1% | -54.7% | -14.0% |
| 5Y | +9.4% | -46.8% | +56.1% | +9.6% |
| 10Y | +220.5% | +191.3% | +29.2% | +174.8% |
| All | +7,102.9% | +1,209.2% | +5,893.7% | +4,126.2% |
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 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