+70.8%
PAAS vs PEGA
-45.3%
+116.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +4.9% | +1.9% |
| 7D | +8.4% | -4.5% | +12.9% | +9.0% |
| 30D | -7.2% | -5.7% | -1.5% | -6.5% |
| 3M | -14.0% | +2.6% | -16.6% | -14.7% |
| 6M | -26.8% | -10.6% | -16.2% | -26.3% |
| YTD | -19.8% | -45.5% | +25.7% | -13.8% |
| 1Y | +22.8% | -44.8% | +67.6% | +31.7% |
| 3Y | +183.6% | +45.5% | +138.1% | +148.1% |
| All | +70.8% | -45.3% | +116.1% | +65.0% |
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