+775.8%
PAAS vs PEGA
+1,209.2%
-433.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -2.9% | +3.3% | -6.2% | -3.1% |
| 30D | +6.8% | +17.7% | -11.0% | +5.8% |
| 3M | -2.9% | +5.8% | -8.7% | -3.4% |
| 6M | -16.4% | -20.3% | +3.8% | -15.7% |
| YTD | 0.0% | -37.1% | +37.2% | +2.1% |
| 1Y | +54.3% | -30.2% | +84.5% | +56.4% |
| 3Y | +230.7% | +48.1% | +182.6% | +218.2% |
| 5Y | +111.6% | -46.8% | +158.4% | +111.0% |
| 10Y | +211.7% | +191.3% | +20.4% | +188.1% |
| All | +775.8% | +1,209.2% | -433.4% | +713.6% |
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