+25.8%
M vs PEGA
-47.0%
+72.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -3.3% | -8.6% | +5.3% | -2.6% |
| 30D | +8.1% | -10.1% | +18.2% | +8.9% |
| 3M | +2.2% | -4.7% | +7.0% | +2.7% |
| 6M | +35.1% | -8.0% | +43.1% | +35.4% |
| YTD | +15.8% | -47.1% | +63.0% | +22.0% |
| 1Y | +25.8% | -47.5% | +73.3% | +32.4% |
| All | +25.8% | -47.0% | +72.9% | +32.4% |
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