+2,593.6%
NDAQ vs PEGA
+1,476.6%
+1,117.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.0% |
| 7D | +0.8% | -4.5% | +5.3% | +1.8% |
| 30D | +16.5% | -5.7% | +22.2% | +17.9% |
| 3M | +13.5% | +2.7% | +10.8% | +12.4% |
| 6M | +20.9% | -10.5% | +31.4% | +22.6% |
| YTD | +11.4% | -45.4% | +56.8% | +24.5% |
| 1Y | +25.9% | -44.7% | +70.7% | +40.1% |
| 3Y | +119.9% | +45.7% | +74.2% | +86.7% |
| 5Y | +61.7% | -45.3% | +107.0% | +62.5% |
| 10Y | +481.6% | +102.6% | +379.0% | +323.9% |
| All | +2,593.6% | +1,476.6% | +1,117.0% | +954.1% |
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