+13.7%
O vs PEGA
-47.9%
+61.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.1% |
| 7D | -0.6% | -2.4% | +1.8% | -0.4% |
| 30D | -2.0% | +9.6% | -11.6% | -2.6% |
| 3M | +3.0% | +2.3% | +0.7% | +2.6% |
| 6M | -3.6% | -23.9% | +20.2% | -2.4% |
| YTD | +12.1% | -39.8% | +51.8% | +15.2% |
| 1Y | +8.9% | -37.4% | +46.3% | +11.4% |
| 3Y | +30.3% | +53.1% | -22.8% | +18.4% |
| 5Y | +13.7% | -47.2% | +60.9% | +18.1% |
| All | +13.7% | -47.9% | +61.7% | +18.1% |
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