+10.7%
O vs PEGA
-45.3%
+56.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.6% |
| 7D | +3.7% | -4.5% | +8.2% | +4.0% |
| 30D | +11.2% | -5.7% | +16.9% | +11.6% |
| 3M | -4.0% | +2.6% | -6.5% | -4.2% |
| 6M | -5.2% | -10.6% | +5.4% | -5.0% |
| YTD | +9.5% | -45.5% | +55.0% | +13.1% |
| 1Y | +10.6% | -44.8% | +55.4% | +14.1% |
| 3Y | +38.1% | +45.5% | -7.4% | +25.6% |
| All | +10.7% | -45.3% | +56.0% | +15.1% |
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