+281.3%
P vs PEGA
-46.5%
+327.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.7% |
| 7D | +6.5% | +3.3% | +3.3% | +5.6% |
| 30D | +18.8% | +17.7% | +1.1% | +12.9% |
| 3M | +26.7% | +5.8% | +21.0% | +22.7% |
| 6M | +62.2% | -20.3% | +82.4% | +70.1% |
| YTD | +48.5% | -37.1% | +85.6% | +66.0% |
| 1Y | +26.4% | -30.2% | +56.6% | +35.8% |
| 3Y | +159.4% | +48.1% | +111.3% | +111.1% |
| All | +281.3% | -46.5% | +327.7% | +370.0% |
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