+55.6%
PAAS vs PEGA
-45.8%
+101.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -5.2% | -8.6% | +3.5% | -4.1% |
| 30D | -13.9% | -10.1% | -3.9% | -12.9% |
| 3M | -23.8% | -4.7% | -19.0% | -23.6% |
| 6M | -36.4% | -8.0% | -28.5% | -36.3% |
| YTD | -23.4% | -47.1% | +23.8% | -17.3% |
| 1Y | +5.6% | -47.5% | +53.1% | +14.0% |
| 3Y | +209.7% | +40.2% | +169.4% | +172.2% |
| 5Y | +55.6% | -45.7% | +101.3% | +49.5% |
| All | +55.6% | -45.8% | +101.4% | +49.5% |
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