+46.9%
PBR vs PEGA
-44.6%
+91.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -29.3% | -4.1% | -25.2% | -29.6% |
| 3M | +5.5% | -2.8% | +8.4% | +5.4% |
| 6M | -2.9% | -0.4% | -2.5% | -1.7% |
| YTD | +61.5% | -45.4% | +106.9% | +46.0% |
| 1Y | +46.9% | -42.6% | +89.5% | +34.1% |
| All | +46.9% | -44.6% | +91.4% | +34.1% |
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