+3,273.5%
O vs PEGA
+991.9%
+2,281.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.1% |
| 7D | +3.3% | -10.0% | +13.3% | +4.2% |
| 30D | +10.3% | -12.7% | +23.0% | +11.4% |
| 3M | -3.5% | -4.6% | +1.1% | -3.3% |
| 6M | -1.3% | -13.1% | +11.8% | -0.7% |
| YTD | +10.3% | -47.6% | +57.9% | +14.8% |
| 1Y | +10.4% | -47.0% | +57.4% | +14.7% |
| 3Y | +40.0% | +42.0% | -2.0% | +31.5% |
| 5Y | +12.4% | -47.8% | +60.2% | +12.0% |
| 10Y | +78.2% | +92.0% | -13.8% | +61.6% |
| All | +3,273.5% | +991.9% | +2,281.6% | +2,453.3% |
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