+558.1%
PBR vs PEGA
-48.2%
+606.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.5% |
| 7D | +0.3% | -6.1% | +6.5% | +0.5% |
| 30D | +17.5% | +6.4% | +11.1% | +17.3% |
| 3M | +20.9% | +2.9% | +18.0% | +20.7% |
| 6M | +20.2% | -23.8% | +44.1% | +21.3% |
| YTD | +84.3% | -41.1% | +125.3% | +88.0% |
| 1Y | +77.1% | -38.2% | +115.3% | +79.9% |
| 3Y | +100.8% | +49.8% | +51.0% | +94.0% |
| All | +558.1% | -48.2% | +606.3% | +656.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling