-21.8%
PATH vs PEGA
+48.6%
-70.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.6% |
| 7D | -5.6% | -1.6% | -4.0% | -4.9% |
| 30D | -0.7% | -3.0% | +2.3% | +0.7% |
| 3M | -5.9% | +5.8% | -11.7% | -7.6% |
| 6M | +21.6% | -8.8% | +30.4% | +26.8% |
| YTD | -20.6% | -43.5% | +22.9% | -1.6% |
| 1Y | -10.6% | -43.4% | +32.8% | +10.8% |
| All | -21.8% | +48.6% | -70.4% | -36.8% |
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