+37.2%
M vs PEGA
-44.4%
+81.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +8.3% | -2.9% | +11.1% | +8.5% |
| 30D | +14.2% | -0.5% | +14.7% | +14.1% |
| 3M | -1.1% | +8.5% | -9.6% | -1.6% |
| 6M | +36.6% | -6.3% | +42.9% | +36.2% |
| YTD | +19.8% | -42.2% | +62.0% | +23.6% |
| 1Y | +37.2% | -43.4% | +80.6% | +46.4% |
| All | +37.2% | -44.4% | +81.6% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling