+571.1%
PAAS vs PEGA
+1,001.0%
-429.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.4% |
| 7D | -5.2% | -8.6% | +3.5% | -4.7% |
| 30D | -13.9% | -10.1% | -3.9% | -13.5% |
| 3M | -23.8% | -4.7% | -19.0% | -23.7% |
| 6M | -36.4% | -8.0% | -28.5% | -36.4% |
| YTD | -23.4% | -47.1% | +23.8% | -21.1% |
| 1Y | +5.6% | -47.5% | +53.1% | +8.7% |
| 3Y | +209.7% | +40.2% | +169.4% | +198.8% |
| 5Y | +55.6% | -45.7% | +101.3% | +55.1% |
| 10Y | +212.2% | +85.1% | +127.2% | +194.3% |
| All | +571.1% | +1,001.0% | -429.9% | +528.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling