+62.8%
META vs PEGA
-46.5%
+109.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +6.7% | +3.3% | +3.4% | +5.7% |
| 30D | +4.8% | +17.7% | -13.0% | -0.1% |
| 3M | -1.6% | +5.8% | -7.4% | -3.9% |
| 6M | -7.5% | -20.3% | +12.8% | -3.0% |
| YTD | -6.4% | -37.1% | +30.7% | +4.1% |
| 1Y | -17.3% | -30.2% | +12.9% | -11.9% |
| 3Y | +109.9% | +48.1% | +61.8% | +60.8% |
| All | +62.8% | -46.5% | +109.3% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling