+26.1%
PAAS vs PEGA
-44.4%
+70.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.3% | +8.4% |
| 7D | -1.1% | -2.9% | +1.8% | -0.9% |
| 30D | -8.5% | -0.5% | -8.0% | -8.5% |
| 3M | -7.3% | +8.5% | -15.8% | -8.3% |
| 6M | -18.3% | -6.3% | -12.0% | -16.9% |
| YTD | -19.2% | -42.2% | +23.0% | -2.5% |
| 1Y | +26.1% | -43.4% | +69.6% | +59.4% |
| All | +26.1% | -44.4% | +70.6% | +59.4% |
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