+21.7%
P vs PEGA
-47.0%
+68.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.4% |
| 7D | -4.7% | -8.6% | +3.9% | -4.6% |
| 30D | -31.4% | -10.1% | -21.3% | -31.3% |
| 3M | -2.6% | -4.7% | +2.1% | -3.4% |
| 6M | +21.9% | -8.0% | +29.9% | +23.0% |
| YTD | +58.9% | -47.1% | +106.1% | +90.8% |
| 1Y | +21.7% | -47.5% | +69.2% | +47.1% |
| All | +21.7% | -47.0% | +68.8% | +47.1% |
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 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