+72.9%
PBR vs PEGA
-44.4%
+117.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | 0.0% | -7.0% | -7.0% |
| 7D | -11.0% | -2.9% | -8.1% | -11.2% |
| 30D | -18.8% | -0.5% | -18.3% | -18.7% |
| 3M | +7.8% | +8.5% | -0.7% | +9.2% |
| 6M | -7.6% | -6.3% | -1.3% | -7.5% |
| YTD | +72.7% | -42.2% | +114.8% | +59.2% |
| 1Y | +72.9% | -43.4% | +116.4% | +62.6% |
| All | +72.9% | -44.4% | +117.4% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling