+213.9%
PAAS vs PEGA
+41.6%
+172.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -5.2% | -8.6% | +3.5% | -4.3% |
| 30D | -13.9% | -10.1% | -3.9% | -13.1% |
| 3M | -23.8% | -4.7% | -19.0% | -23.7% |
| 6M | -36.4% | -8.0% | -28.5% | -36.2% |
| YTD | -23.4% | -47.1% | +23.8% | -18.1% |
| 1Y | +5.6% | -47.5% | +53.1% | +12.9% |
| All | +213.9% | +41.6% | +172.3% | +159.2% |
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