+95.1%
META vs PEGA
+43.4%
+51.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.4% |
| 7D | -0.8% | -4.5% | +3.7% | 0.0% |
| 30D | -15.4% | -5.7% | -9.7% | -14.7% |
| 3M | +3.5% | +2.6% | +0.9% | +2.5% |
| 6M | -0.3% | -10.6% | +10.3% | +0.6% |
| YTD | -7.3% | -45.5% | +38.2% | +1.9% |
| 1Y | -1.1% | -44.8% | +43.7% | +8.3% |
| 3Y | +95.1% | +45.5% | +49.5% | +69.4% |
| All | +95.1% | +43.4% | +51.6% | +69.4% |
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 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