+284.7%
P vs PEGA
-44.5%
+329.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.2% |
| 7D | +11.6% | +0.1% | +11.5% | +11.5% |
| 30D | -23.7% | -4.1% | -19.5% | -23.2% |
| 3M | -8.0% | -2.8% | -5.1% | -8.7% |
| 6M | +27.9% | -0.4% | +28.3% | +24.5% |
| YTD | +61.2% | -45.4% | +106.5% | +85.3% |
| 1Y | +28.6% | -42.6% | +71.2% | +45.8% |
| 3Y | +200.5% | +45.4% | +155.1% | +142.8% |
| All | +284.7% | -44.5% | +329.2% | +338.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling