+11.2%
P vs PEGA
-47.6%
+58.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.9% | +10.2% | +6.3% |
| 7D | -9.6% | -10.0% | +0.4% | -9.5% |
| 30D | -33.4% | -12.7% | -20.8% | -33.3% |
| 3M | +14.2% | -4.6% | +18.8% | +13.2% |
| 6M | +31.6% | -13.1% | +44.7% | +33.6% |
| YTD | +53.5% | -47.6% | +101.0% | +83.2% |
| All | +11.2% | -47.6% | +58.8% | +32.9% |
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