-16.3%
NOW vs PEGA
+43.4%
-59.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.2% |
| 7D | -3.0% | -4.5% | +1.5% | -0.9% |
| 30D | -26.0% | -5.7% | -20.4% | -23.6% |
| 3M | -13.1% | +2.6% | -15.7% | -13.2% |
| 6M | +14.5% | -10.6% | +25.1% | +21.3% |
| YTD | -33.4% | -45.5% | +12.1% | -16.5% |
| 1Y | -40.6% | -44.8% | +4.2% | -25.9% |
| 3Y | -16.3% | +45.5% | -61.8% | -18.7% |
| All | -16.3% | +43.4% | -59.7% | -18.7% |
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