+108.4%
M vs PEGA
+43.4%
+64.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.5% | -1.1% | -4.0% |
| 7D | -4.3% | -4.5% | +0.2% | -3.5% |
| 30D | +1.3% | -5.7% | +6.9% | +2.1% |
| 3M | -7.4% | +2.6% | -9.9% | -7.9% |
| 6M | +18.3% | -10.6% | +28.9% | +19.5% |
| YTD | +7.6% | -45.5% | +53.1% | +17.1% |
| 1Y | +17.4% | -44.8% | +62.2% | +27.3% |
| 3Y | +108.4% | +45.5% | +62.8% | +58.8% |
| All | +108.4% | +43.4% | +64.9% | +58.8% |
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 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