+327.1%
NET vs PEGA
+49.4%
+277.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -7.0% | +3.3% | -10.3% | -8.1% |
| 30D | -4.8% | +17.7% | -22.5% | -10.3% |
| 3M | +3.8% | +5.8% | -2.0% | +0.8% |
| 6M | +50.0% | -20.3% | +70.3% | +60.5% |
| YTD | +41.5% | -37.1% | +78.6% | +63.1% |
| 1Y | +32.8% | -30.2% | +63.0% | +46.7% |
| All | +327.1% | +49.4% | +277.7% | +277.4% |
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