+99.9%
PBR vs PEGA
+48.1%
+51.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.7% | +3.7% |
| 7D | +2.5% | -2.4% | +4.9% | +2.5% |
| 30D | +19.4% | +9.6% | +9.8% | +19.0% |
| 3M | +20.8% | +2.3% | +18.5% | +20.8% |
| 6M | +23.5% | -23.9% | +47.4% | +25.0% |
| YTD | +83.4% | -39.8% | +123.2% | +88.7% |
| 1Y | +77.6% | -37.4% | +115.0% | +81.6% |
| 3Y | +99.9% | +53.1% | +46.7% | +89.2% |
| All | +99.9% | +48.1% | +51.8% | +89.2% |
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