+3,247.4%
O vs PEGA
+1,035.4%
+2,212.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | +3.7% | -4.5% | +8.2% | +4.1% |
| 30D | +11.2% | -5.7% | +16.9% | +11.6% |
| 3M | -4.0% | +2.6% | -6.5% | -4.3% |
| 6M | -5.2% | -10.6% | +5.4% | -4.9% |
| YTD | +9.5% | -45.5% | +55.0% | +13.6% |
| 1Y | +10.6% | -44.8% | +55.4% | +14.5% |
| 3Y | +38.1% | +45.5% | -7.4% | +29.6% |
| 5Y | +10.2% | -45.3% | +55.5% | +9.5% |
| 10Y | +71.4% | +102.4% | -31.0% | +54.9% |
| All | +3,247.4% | +1,035.4% | +2,212.0% | +2,426.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling