+32.6%
NET vs PEGA
-43.2%
+75.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -16.4% | -2.9% | -13.5% | -15.1% |
| 30D | -25.8% | -0.5% | -25.4% | -26.1% |
| 3M | -11.5% | +8.5% | -20.0% | -16.5% |
| 6M | +18.9% | -6.3% | +25.2% | +20.2% |
| YTD | +35.2% | -42.2% | +77.4% | +76.1% |
| 1Y | +14.5% | -43.4% | +57.9% | +50.5% |
| 3Y | +313.8% | +52.1% | +261.7% | +133.9% |
| 5Y | +32.6% | -42.2% | +74.8% | +82.1% |
| All | +32.6% | -43.2% | +75.8% | +82.1% |
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 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