+118.6%
M vs PEGA
+49.4%
+69.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +2.7% |
| 7D | +4.7% | +3.3% | +1.4% | +4.2% |
| 30D | -9.6% | +17.7% | -27.4% | -12.1% |
| 3M | +0.9% | +5.8% | -4.9% | -0.6% |
| 6M | +22.3% | -20.3% | +42.5% | +25.8% |
| YTD | +6.5% | -37.1% | +43.7% | +14.0% |
| 1Y | +38.8% | -30.2% | +69.0% | +44.8% |
| All | +118.6% | +49.4% | +69.2% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling