+2,327.9%
NDAQ vs PEGA
+1,716.3%
+611.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -2.4% | +3.3% | -5.7% | -3.1% |
| 30D | +2.5% | +17.7% | -15.3% | -1.3% |
| 3M | +9.9% | +5.8% | +4.1% | +7.8% |
| 6M | +9.4% | -20.3% | +29.7% | +13.7% |
| YTD | +0.4% | -37.1% | +37.6% | +9.1% |
| 1Y | +4.0% | -30.2% | +34.2% | +9.7% |
| 3Y | +94.4% | +48.1% | +46.3% | +64.7% |
| 5Y | +56.7% | -46.8% | +103.5% | +59.1% |
| 10Y | +375.3% | +191.3% | +184.0% | +220.1% |
| All | +2,327.9% | +1,716.3% | +611.5% | +823.6% |
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