-32.6%
MOD vs PEGA
-44.4%
+11.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | 0.0% | -21.5% | -21.4% |
| 7D | -31.3% | -2.9% | -28.5% | -31.7% |
| 30D | -46.1% | -0.5% | -45.6% | -46.0% |
| 3M | -51.1% | +8.5% | -59.6% | -50.1% |
| 6M | -62.1% | -6.3% | -55.8% | -60.7% |
| YTD | -26.2% | -42.2% | +16.0% | -24.7% |
| 1Y | -32.6% | -43.4% | +10.9% | -26.9% |
| All | -32.6% | -44.4% | +11.9% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling