+196.3%
P vs PEGA
+41.6%
+154.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.5% |
| 7D | -4.7% | -8.6% | +3.9% | -2.9% |
| 30D | -31.4% | -10.1% | -21.3% | -30.1% |
| 3M | -2.6% | -4.7% | +2.1% | -3.0% |
| 6M | +21.9% | -8.0% | +29.9% | +21.6% |
| YTD | +58.9% | -47.1% | +106.1% | +83.7% |
| 1Y | +21.7% | -47.5% | +69.2% | +41.2% |
| All | +196.3% | +41.6% | +154.7% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling