+10.3%
P vs PEGA
-46.9%
+57.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -13.3% | -8.2% | -5.1% | -13.2% |
| 30D | -34.0% | -11.6% | -22.4% | -33.8% |
| 3M | +4.1% | -4.2% | +8.2% | +3.2% |
| 6M | +30.5% | -12.0% | +42.5% | +32.4% |
| YTD | +52.2% | -46.9% | +99.1% | +81.7% |
| 1Y | +10.3% | -47.0% | +57.3% | +31.7% |
| All | +10.3% | -46.9% | +57.2% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling