-40.3%
NOW vs PEGA
-47.0%
+6.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.5% |
| 7D | -5.6% | -8.6% | +3.1% | +1.3% |
| 30D | -26.8% | -10.1% | -16.7% | -19.9% |
| 3M | -19.4% | -4.7% | -14.7% | -15.5% |
| 6M | +12.3% | -8.0% | +20.3% | +20.8% |
| YTD | -32.9% | -47.1% | +14.2% | -3.2% |
| 1Y | -40.3% | -47.5% | +7.2% | -13.6% |
| All | -40.3% | -47.0% | +6.7% | -13.6% |
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 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