-38.6%
PDD vs PEGA
-44.4%
+5.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | +6.0% | -2.9% | +8.9% | +6.5% |
| 30D | +5.5% | -0.5% | +5.9% | +5.4% |
| 3M | -9.8% | +8.5% | -18.3% | -11.0% |
| 6M | -16.0% | -6.3% | -9.7% | -16.5% |
| YTD | -27.6% | -42.2% | +14.6% | -21.7% |
| 1Y | -38.6% | -43.4% | +4.8% | -33.0% |
| All | -38.6% | -44.4% | +5.8% | -33.0% |
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