+36.3%
M vs PEGA
-35.6%
+71.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -2.2% |
| 7D | +2.4% | -2.4% | +4.8% | +2.6% |
| 30D | -11.6% | +9.6% | -21.2% | -12.4% |
| 3M | +1.6% | +2.3% | -0.7% | +1.0% |
| 6M | +25.2% | -23.9% | +49.1% | +27.7% |
| YTD | +3.8% | -39.8% | +43.5% | +11.3% |
| 1Y | +36.3% | -37.4% | +73.8% | +42.9% |
| All | +36.3% | -35.6% | +71.9% | +42.9% |
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 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