+193.5%
M vs PEGA
+1,209.2%
-1,015.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +2.7% |
| 7D | +4.7% | +3.3% | +1.4% | +4.3% |
| 30D | -9.6% | +17.7% | -27.4% | -11.7% |
| 3M | +0.9% | +5.8% | -4.9% | -0.4% |
| 6M | +22.3% | -20.3% | +42.5% | +24.9% |
| YTD | +6.5% | -37.1% | +43.7% | +11.6% |
| 1Y | +38.8% | -30.2% | +69.0% | +43.1% |
| 3Y | +115.9% | +48.1% | +67.8% | +96.5% |
| 5Y | +28.6% | -46.8% | +75.4% | +30.5% |
| 10Y | -2.5% | +191.3% | -193.9% | -19.0% |
| All | +193.5% | +1,209.2% | -1,015.7% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling