-42.5%
PDD vs PEGA
-46.9%
+4.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -1.0% | -8.2% | +7.2% | +0.2% |
| 30D | -2.4% | -11.6% | +9.2% | -0.8% |
| 3M | -14.6% | -4.2% | -10.5% | -14.3% |
| 6M | -19.6% | -12.0% | -7.6% | -19.3% |
| YTD | -30.0% | -46.9% | +16.9% | -23.2% |
| 1Y | -42.5% | -47.0% | +4.5% | -37.3% |
| All | -42.5% | -46.9% | +4.4% | -37.3% |
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