+25.6%
M vs PEGA
-47.6%
+73.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.9% | +12.0% | +8.4% |
| 7D | +2.5% | -10.0% | +12.5% | +3.4% |
| 30D | +10.1% | -12.7% | +22.7% | +11.1% |
| 3M | -0.9% | -4.6% | +3.7% | -0.5% |
| 6M | +30.2% | -13.1% | +43.3% | +30.8% |
| YTD | +16.3% | -47.6% | +63.9% | +22.5% |
| All | +25.6% | -47.6% | +73.2% | +31.8% |
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